+129.9%
CHRW vs URI
+1,173.3%
-1,043.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.3% |
| 7D | +7.3% | +6.7% | +0.6% | +5.8% |
| 30D | -3.6% | +8.9% | -12.4% | -5.4% |
| 3M | -9.6% | +0.5% | -10.1% | -9.9% |
| 6M | -17.0% | +20.7% | -37.7% | -20.8% |
| YTD | -15.4% | +40.0% | -55.5% | -22.8% |
| 1Y | -10.0% | +34.4% | -44.4% | -17.1% |
| 3Y | +82.2% | +149.5% | -67.3% | +42.0% |
| 5Y | +59.4% | +205.6% | -146.2% | +15.3% |
| All | +129.9% | +1,173.3% | -1,043.4% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling