+21.0%
CHRW vs URA
+20.2%
+0.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.5% | +1.4% |
| 7D | +1.9% | +8.1% | -6.2% | +1.3% |
| 30D | +0.9% | +5.8% | -4.8% | +0.4% |
| 3M | -19.9% | +3.4% | -23.3% | -19.8% |
| 6M | -15.8% | -2.6% | -13.2% | -15.6% |
| YTD | -5.6% | +11.2% | -16.7% | -6.6% |
| 1Y | +21.0% | +19.8% | +1.2% | +19.5% |
| All | +21.0% | +20.2% | +0.8% | +19.5% |
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 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