+57.5%
CHRW vs UUUU
-40.6%
+98.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.1% |
| 7D | +7.3% | -1.1% | +8.3% | +7.3% |
| 30D | -3.6% | -21.0% | +17.4% | -2.4% |
| 3M | -9.6% | -54.8% | +45.2% | -5.8% |
| 6M | -17.0% | -67.3% | +50.3% | -12.1% |
| YTD | -15.4% | -54.7% | +39.3% | -13.6% |
| 1Y | -10.0% | -57.4% | +47.4% | -7.9% |
| 3Y | +82.2% | -19.6% | +101.8% | +73.0% |
| All | +57.5% | -40.6% | +98.1% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling