-9.9%
CHRW vs URI
+36.1%
-46.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +3.0% |
| 7D | -0.1% | +2.4% | -2.5% | -0.5% |
| 30D | -4.3% | +8.9% | -13.2% | -5.7% |
| 3M | -7.4% | +0.8% | -8.2% | -7.9% |
| 6M | -20.7% | +23.1% | -43.8% | -23.4% |
| YTD | -15.9% | +43.1% | -58.9% | -23.7% |
| 1Y | -9.9% | +35.7% | -45.6% | -16.0% |
| All | -9.9% | +36.1% | -46.0% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling