+122.7%
CHRW vs URI
+1,189.1%
-1,066.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -3.4% | -6.0% | +2.6% | -2.2% |
| 30D | -9.4% | +4.6% | -14.0% | -10.3% |
| 3M | -12.6% | -2.7% | -9.9% | -12.4% |
| 6M | -24.2% | +18.4% | -42.5% | -27.4% |
| YTD | -18.9% | +37.4% | -56.2% | -25.6% |
| 1Y | -13.7% | +30.4% | -44.0% | -20.0% |
| 3Y | +72.6% | +147.9% | -75.3% | +34.7% |
| 5Y | +55.6% | +202.1% | -146.5% | +12.9% |
| 10Y | +122.7% | +1,182.4% | -1,059.7% | +19.9% |
| All | +122.7% | +1,189.1% | -1,066.3% | +19.9% |
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