+129.8%
CHRW vs VFC
-50.3%
+180.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.4% | +1.0% |
| 7D | +4.7% | -1.4% | +6.2% | +5.0% |
| 30D | -2.6% | +24.6% | -27.2% | -6.5% |
| 3M | -8.0% | +38.4% | -46.4% | -13.5% |
| 6M | -19.0% | +15.3% | -34.3% | -22.0% |
| YTD | -15.5% | +12.7% | -28.2% | -18.4% |
| 1Y | -10.8% | +32.7% | -43.5% | -16.6% |
| 3Y | +79.8% | +43.7% | +36.1% | +50.9% |
| 5Y | +59.3% | -69.2% | +128.4% | +90.5% |
| All | +129.8% | -50.3% | +180.1% | +152.5% |
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