+88.4%
CHRW vs AUR
+81.4%
+7.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.4% |
| 7D | +4.4% | +0.2% | +4.2% | +4.3% |
| 30D | +5.5% | -8.9% | +14.4% | +5.9% |
| 3M | -17.3% | +4.6% | -21.9% | -17.7% |
| 6M | -12.7% | +44.9% | -57.5% | -15.6% |
| YTD | -4.1% | +64.8% | -69.0% | -8.2% |
| 1Y | +21.2% | +16.4% | +4.9% | +18.3% |
| All | +88.4% | +81.4% | +7.0% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling