+4,266.9%
CHRW vs VFC
+164.2%
+4,102.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.5% |
| 7D | -1.4% | -1.6% | +0.2% | -1.0% |
| 30D | -3.5% | -11.6% | +8.2% | -0.3% |
| 3M | -19.4% | -18.1% | -1.3% | -16.1% |
| 6M | -21.4% | -27.4% | +6.0% | -16.0% |
| YTD | -7.1% | -24.8% | +17.7% | -1.8% |
| 1Y | +17.8% | -8.2% | +26.0% | +16.6% |
| 3Y | +78.8% | -29.1% | +107.9% | +66.9% |
| 5Y | +83.5% | -79.2% | +162.7% | +144.9% |
| 10Y | +160.2% | -68.1% | +228.3% | +176.6% |
| All | +4,266.9% | +164.2% | +4,102.7% | +1,829.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling