+70.1%
CHRW vs AUR
-35.7%
+105.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.3% | +0.2% |
| 7D | +3.5% | +1.4% | +2.1% | +3.4% |
| 30D | +4.6% | -6.4% | +11.0% | +4.8% |
| 3M | -19.7% | +7.7% | -27.4% | -20.3% |
| 6M | -12.4% | +44.5% | -56.9% | -15.1% |
| YTD | -3.9% | +67.4% | -71.3% | -7.8% |
| 1Y | +18.4% | +15.4% | +2.9% | +15.8% |
| 3Y | +88.8% | +94.8% | -6.0% | +72.3% |
| 5Y | +93.5% | -35.1% | +128.7% | +76.8% |
| All | +70.1% | -35.7% | +105.8% | +56.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling