+3,856.3%
CHRW vs UL
+774.5%
+3,081.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.0% |
| 7D | -0.1% | -1.7% | +1.6% | +0.5% |
| 30D | -4.3% | +4.5% | -8.8% | -5.7% |
| 3M | -7.4% | +5.5% | -12.9% | -9.2% |
| 6M | -20.7% | +17.0% | -37.7% | -25.3% |
| YTD | -15.9% | +3.2% | -19.0% | -17.8% |
| 1Y | -9.9% | -1.9% | -8.0% | -10.5% |
| 3Y | +79.0% | +33.6% | +45.4% | +57.5% |
| 5Y | +61.3% | +31.5% | +29.8% | +40.1% |
| 10Y | +128.5% | +103.9% | +24.6% | +62.8% |
| All | +3,856.3% | +774.5% | +3,081.9% | +1,370.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling