+119.2%
CHRW vs UMAC
+488.3%
-369.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.6% | +1.3% |
| 7D | +4.4% | -4.0% | +8.4% | +4.4% |
| 30D | +5.5% | -9.4% | +14.9% | +5.5% |
| 3M | -17.3% | +3.0% | -20.2% | -17.2% |
| 6M | -12.7% | +27.2% | -39.8% | -13.0% |
| YTD | -4.1% | +84.7% | -88.8% | -4.9% |
| 1Y | +21.2% | +136.5% | -115.2% | +19.8% |
| All | +119.2% | +488.3% | -369.1% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 10y: compounded portfolio wealth divided by compounded UMAC 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…
10y analysis · Full analysis span regression · 6 months rolling