+93.1%
CHRW vs UUUU
+111.0%
-17.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.3% | +7.6% | +1.7% |
| 7D | +4.4% | -5.0% | +9.4% | +4.6% |
| 30D | +5.5% | -7.8% | +13.3% | +5.9% |
| 3M | -17.3% | -0.4% | -16.8% | -17.5% |
| 6M | -12.7% | -32.9% | +20.2% | -11.3% |
| YTD | -4.1% | -6.3% | +2.1% | -5.6% |
| 1Y | +21.2% | +7.9% | +13.3% | +17.3% |
| 3Y | +88.9% | +85.2% | +3.7% | +70.9% |
| 5Y | +93.1% | +97.0% | -3.9% | +67.1% |
| All | +93.1% | +111.0% | -17.9% | +67.1% |
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