+83.3%
CHRW vs UL
+26.1%
+57.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -1.4% | -1.3% | -0.1% | -1.4% |
| 30D | -3.5% | +0.5% | -3.9% | -3.5% |
| 3M | -19.4% | +17.6% | -37.0% | -19.8% |
| 6M | -21.4% | -5.4% | -16.0% | -20.8% |
| YTD | -7.1% | +0.7% | -7.8% | -7.1% |
| 1Y | +17.8% | -9.3% | +27.1% | +18.9% |
| All | +83.3% | +26.1% | +57.1% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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