+57.5%
CHRW vs URA
+25.6%
+31.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | +7.3% | -1.5% | +8.8% | +7.4% |
| 30D | -3.6% | -10.4% | +6.8% | -2.7% |
| 3M | -9.6% | -29.6% | +20.1% | -6.8% |
| 6M | -17.0% | -40.3% | +23.3% | -13.1% |
| YTD | -15.4% | -25.5% | +10.1% | -14.0% |
| 1Y | -10.0% | -26.4% | +16.4% | -8.5% |
| 3Y | +82.2% | +31.4% | +50.7% | +67.0% |
| All | +57.5% | +25.6% | +31.8% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling