-19.9%
USAR vs CHRW
+52.4%
-72.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.8% | -2.4% |
| 7D | +8.8% | +4.7% | +4.0% | +8.2% |
| 30D | -28.5% | -2.6% | -25.9% | -28.3% |
| 3M | -56.2% | -8.0% | -48.2% | -55.9% |
| 6M | -68.4% | -19.0% | -49.4% | -68.0% |
| YTD | -32.2% | -15.5% | -16.7% | -31.8% |
| 1Y | -52.3% | -10.8% | -41.5% | -52.3% |
| 3Y | -21.2% | +79.8% | -101.0% | -25.0% |
| All | -19.9% | +52.4% | -72.3% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling