+83.3%
CHRW vs VFC
-24.8%
+108.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.8% |
| 7D | -1.4% | -1.6% | +0.2% | -1.2% |
| 30D | -3.5% | -11.6% | +8.2% | -2.1% |
| 3M | -19.4% | -18.1% | -1.3% | -18.0% |
| 6M | -21.4% | -27.4% | +6.0% | -19.0% |
| YTD | -7.1% | -24.8% | +17.7% | -4.6% |
| 1Y | +17.8% | -8.2% | +26.0% | +18.0% |
| All | +83.3% | -24.8% | +108.1% | +75.1% |
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