+69.4%
USAR vs CHRW
+70.7%
-1.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | -4.4% | +4.1% | -8.5% | -4.8% |
| 30D | -10.4% | +1.9% | -12.3% | -10.6% |
| 3M | -18.4% | -21.2% | +2.8% | -16.3% |
| 6M | -8.8% | -16.7% | +7.8% | -7.7% |
| YTD | +43.4% | -5.4% | +48.7% | +42.8% |
| 1Y | +21.0% | +21.2% | -0.2% | +16.8% |
| 3Y | +67.7% | +86.5% | -18.7% | +58.3% |
| All | +69.4% | +70.7% | -1.2% | +60.2% |
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