+382.7%
CHRW vs UUUU
-91.9%
+474.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.6% | +1.6% |
| 7D | +1.9% | +2.8% | -0.9% | +1.8% |
| 30D | +0.9% | +3.4% | -2.5% | +0.8% |
| 3M | -19.9% | -3.9% | -16.0% | -19.9% |
| 6M | -15.8% | -23.2% | +7.4% | -15.5% |
| YTD | -5.6% | +0.6% | -6.1% | -6.5% |
| 1Y | +21.0% | +22.9% | -1.8% | +18.5% |
| 3Y | +86.0% | +98.6% | -12.6% | +76.4% |
| 5Y | +88.6% | +130.2% | -41.6% | +75.5% |
| 10Y | +169.3% | +519.5% | -350.2% | +133.8% |
| All | +382.7% | -91.9% | +474.6% | +346.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling