+169.3%
CHRW vs VFC
-69.1%
+238.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.5% | +2.0% |
| 7D | +1.9% | +0.8% | +1.1% | +1.8% |
| 30D | +0.9% | -11.9% | +12.9% | +3.2% |
| 3M | -19.9% | -20.2% | +0.3% | -17.3% |
| 6M | -15.8% | -23.0% | +7.2% | -12.8% |
| YTD | -5.6% | -26.2% | +20.6% | -1.4% |
| 1Y | +21.0% | -13.3% | +34.4% | +21.7% |
| 3Y | +86.0% | -25.5% | +111.5% | +76.5% |
| 5Y | +88.6% | -78.1% | +166.7% | +138.3% |
| 10Y | +169.3% | -68.8% | +238.1% | +221.8% |
| All | +169.3% | -69.1% | +238.4% | +221.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling