+169.7%
CHRW vs URA
-51.6%
+221.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +1.1% |
| 7D | +4.7% | +4.5% | +0.3% | +4.0% |
| 30D | -2.6% | -13.4% | +10.8% | -0.6% |
| 3M | -8.0% | -28.4% | +20.4% | -3.6% |
| 6M | -19.0% | -40.5% | +21.5% | -13.1% |
| YTD | -15.5% | -24.3% | +8.8% | -13.5% |
| 1Y | -10.8% | -28.8% | +18.0% | -8.0% |
| 3Y | +79.8% | +37.6% | +42.2% | +59.8% |
| 5Y | +59.3% | +30.7% | +28.6% | +38.9% |
| 10Y | +129.6% | +266.8% | -137.2% | +51.6% |
| All | +169.7% | -51.6% | +221.2% | +166.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling