+63.5%
CHRW vs URI
+138.8%
-75.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.5% | -2.5% |
| 7D | +0.6% | -9.8% | +10.4% | +2.3% |
| 30D | -7.3% | +1.7% | -9.0% | -7.6% |
| 3M | -14.2% | -9.1% | -5.1% | -13.0% |
| 6M | -25.1% | +9.9% | -34.9% | -26.6% |
| YTD | -21.2% | +31.2% | -52.4% | -25.7% |
| 1Y | -14.2% | +25.9% | -40.1% | -18.6% |
| 3Y | +63.5% | +147.4% | -83.9% | +39.2% |
| All | +63.5% | +138.8% | -75.3% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling