-11.1%
CHRW vs UUUU
-55.1%
+44.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.3% |
| 7D | +4.9% | -14.4% | +19.3% | +5.1% |
| 30D | -4.8% | -33.6% | +28.8% | -4.4% |
| 3M | -13.1% | -44.2% | +31.0% | -12.5% |
| 6M | -16.3% | -66.8% | +50.4% | -13.5% |
| YTD | -15.8% | -50.6% | +34.8% | -18.3% |
| 1Y | -11.1% | -57.8% | +46.7% | -12.4% |
| All | -11.1% | -55.1% | +44.0% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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