+82.2%
CHRW vs VFC
+50.0%
+32.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.2% | -0.4% |
| 7D | +7.3% | +1.6% | +5.7% | +7.1% |
| 30D | -3.6% | +25.5% | -29.1% | -6.3% |
| 3M | -9.6% | +41.3% | -50.9% | -13.5% |
| 6M | -17.0% | +22.2% | -39.2% | -19.7% |
| YTD | -15.4% | +16.4% | -31.8% | -17.6% |
| 1Y | -10.0% | +38.4% | -48.4% | -14.2% |
| 3Y | +82.2% | +56.2% | +25.9% | +57.0% |
| All | +82.2% | +50.0% | +32.2% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling