+4,205.4%
CHRW vs URI
+7,377.6%
-3,172.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.1% | +3.0% | -2.7% |
| 7D | +0.7% | -12.9% | +13.6% | +3.4% |
| 30D | -5.0% | -3.4% | -1.6% | -4.4% |
| 3M | -16.1% | -10.0% | -6.1% | -14.5% |
| 6M | -22.6% | +12.2% | -34.8% | -24.8% |
| YTD | -19.3% | +29.8% | -49.0% | -24.5% |
| 1Y | -14.9% | +24.6% | -39.5% | -19.8% |
| 3Y | +68.0% | +137.6% | -69.6% | +36.3% |
| 5Y | +53.2% | +176.6% | -123.5% | +18.3% |
| 10Y | +134.8% | +1,402.6% | -1,267.7% | +21.3% |
| All | +4,205.4% | +7,377.6% | -3,172.2% | +916.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling