+88.4%
CHRW vs ULTA
+28.6%
+59.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.5% | +1.5% |
| 7D | +4.4% | -3.9% | +8.2% | +5.0% |
| 30D | +5.5% | -1.1% | +6.6% | +5.6% |
| 3M | -17.3% | +13.8% | -31.0% | -19.2% |
| 6M | -12.7% | -17.2% | +4.6% | -10.4% |
| YTD | -4.1% | -11.5% | +7.3% | -2.5% |
| 1Y | +21.2% | +3.9% | +17.3% | +20.1% |
| All | +88.4% | +28.6% | +59.8% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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