-10.8%
CHRW vs URA
-29.1%
+18.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +0.7% |
| 7D | +4.7% | +4.5% | +0.3% | +4.4% |
| 30D | -2.6% | -13.4% | +10.8% | -1.7% |
| 3M | -8.0% | -28.4% | +20.4% | -5.9% |
| 6M | -19.0% | -40.5% | +21.5% | -14.6% |
| YTD | -15.5% | -24.3% | +8.8% | -16.1% |
| 1Y | -10.8% | -28.8% | +18.0% | -10.9% |
| All | -10.8% | -29.1% | +18.3% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling