+127.0%
CHRW vs VFC
-44.8%
+171.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +2.4% |
| 7D | +0.2% | +7.7% | -7.5% | -1.1% |
| 30D | -9.4% | +39.2% | -48.6% | -14.7% |
| 3M | -13.3% | +40.3% | -53.5% | -18.6% |
| 6M | -24.2% | +11.4% | -35.5% | -26.4% |
| YTD | -18.9% | +17.5% | -36.4% | -22.3% |
| 1Y | -12.4% | +45.9% | -58.2% | -19.5% |
| 3Y | +72.2% | +47.3% | +24.9% | +44.0% |
| 5Y | +53.4% | -67.2% | +120.6% | +81.2% |
| 10Y | +127.0% | -46.1% | +173.0% | +146.8% |
| All | +127.0% | -44.8% | +171.7% | +146.8% |
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