-14.5%
USAR vs CHRW
+68.5%
-83.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.9% | +3.6% | +6.2% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | -30.3% | -9.4% | -20.9% | -29.5% |
| 3M | -54.7% | -13.3% | -41.4% | -54.1% |
| 6M | -67.5% | -24.2% | -43.4% | -66.8% |
| YTD | -26.4% | -18.9% | -7.5% | -25.6% |
| 1Y | -49.5% | -12.4% | -37.2% | -49.5% |
| 3Y | -14.5% | +72.2% | -86.7% | -18.1% |
| All | -14.5% | +68.5% | -83.0% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling