+196.2%
CHRW vs URA
-31.1%
+227.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -1.4% | +1.1% | -2.5% | -1.6% |
| 30D | -3.5% | +7.4% | -10.9% | -4.7% |
| 3M | -19.4% | -8.4% | -11.0% | -18.7% |
| 6M | -21.4% | -12.7% | -8.7% | -20.5% |
| YTD | -7.1% | +7.8% | -14.9% | -9.6% |
| 1Y | +17.8% | +19.5% | -1.6% | +11.8% |
| 3Y | +78.8% | +116.4% | -37.6% | +47.9% |
| 5Y | +83.5% | +134.3% | -50.8% | +44.3% |
| 10Y | +160.2% | +359.3% | -199.0% | +68.0% |
| All | +196.2% | -31.1% | +227.3% | +177.8% |
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