+2,720.5%
CHRW vs UTHR
+7,123.9%
-4,403.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | -1.4% | -5.4% | +4.0% | -0.9% |
| 30D | -3.5% | -6.0% | +2.6% | -2.9% |
| 3M | -19.4% | -11.0% | -8.4% | -18.6% |
| 6M | -21.4% | -0.5% | -20.8% | -21.5% |
| YTD | -7.1% | +0.1% | -7.2% | -7.6% |
| 1Y | +17.8% | +28.2% | -10.3% | +14.4% |
| 3Y | +78.8% | +113.8% | -35.0% | +63.7% |
| 5Y | +83.5% | +131.3% | -47.8% | +65.4% |
| 10Y | +160.2% | +296.7% | -136.5% | +117.4% |
| All | +2,720.5% | +7,123.9% | -4,403.3% | +2,055.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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