-11.1%
CHRW vs AUR
-17.4%
+6.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.7% | +0.4% |
| 7D | +4.9% | -19.8% | +24.7% | +5.5% |
| 30D | -4.8% | -29.0% | +24.2% | -4.1% |
| 3M | -13.1% | -43.6% | +30.4% | -12.3% |
| 6M | -16.3% | -36.6% | +20.3% | -16.1% |
| YTD | -15.8% | +6.3% | -22.1% | -20.7% |
| 1Y | -11.1% | -9.0% | -2.1% | -15.7% |
| All | -11.1% | -17.4% | +6.3% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling