+67.5%
CHRW vs AUR
-35.0%
+102.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +4.1% | +11.1% | -7.0% | +3.5% |
| 30D | +1.9% | -6.9% | +8.8% | +2.2% |
| 3M | -21.2% | +5.5% | -26.7% | -21.6% |
| 6M | -16.7% | +41.0% | -57.7% | -19.1% |
| YTD | -5.4% | +69.3% | -74.6% | -9.2% |
| 1Y | +21.2% | +14.0% | +7.1% | +18.6% |
| 3Y | +86.5% | +90.1% | -3.6% | +70.3% |
| 5Y | +93.0% | -34.4% | +127.4% | +76.2% |
| All | +67.5% | -35.0% | +102.5% | +54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling