+115.8%
CHRW vs UMAC
+549.5%
-433.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.3% | -7.7% | +1.6% |
| 7D | +1.9% | +14.7% | -12.8% | +1.9% |
| 30D | +0.9% | -0.5% | +1.4% | +0.9% |
| 3M | -19.9% | +0.5% | -20.4% | -19.8% |
| 6M | -15.8% | +57.9% | -73.7% | -16.2% |
| YTD | -5.6% | +103.9% | -109.5% | -6.4% |
| 1Y | +21.0% | +159.3% | -138.2% | +19.5% |
| All | +115.8% | +549.5% | -433.7% | +108.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling