+116.3%
CHRW vs UMAC
+508.0%
-391.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +0.3% |
| 7D | +4.1% | +3.3% | +0.8% | +4.0% |
| 30D | +1.9% | -10.4% | +12.3% | +1.9% |
| 3M | -21.2% | +1.8% | -22.9% | -21.1% |
| 6M | -16.7% | +40.7% | -57.4% | -17.0% |
| YTD | -5.4% | +90.9% | -96.3% | -6.2% |
| 1Y | +21.2% | +151.8% | -130.6% | +19.7% |
| All | +116.3% | +508.0% | -391.7% | +109.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling