+123.6%
CHRW vs URA
+278.3%
-154.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.7% | -2.8% |
| 7D | +0.6% | -4.1% | +4.7% | +1.1% |
| 30D | -7.3% | -19.0% | +11.7% | -5.0% |
| 3M | -14.2% | -25.1% | +11.0% | -11.5% |
| 6M | -25.1% | -44.5% | +19.4% | -20.0% |
| YTD | -21.2% | -24.3% | +3.1% | -19.7% |
| 1Y | -14.2% | -28.1% | +14.0% | -12.1% |
| 3Y | +63.5% | +40.7% | +22.8% | +47.4% |
| 5Y | +49.6% | +35.5% | +14.1% | +31.9% |
| All | +123.6% | +278.3% | -154.7% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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