+75.4%
USAR vs CHRW
+70.3%
+5.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | +2.3% | +1.9% | +0.4% | +2.1% |
| 30D | -8.6% | +0.9% | -9.6% | -8.7% |
| 3M | -20.5% | -19.9% | -0.6% | -18.7% |
| 6M | +1.2% | -15.8% | +17.0% | +2.3% |
| YTD | +48.4% | -5.6% | +54.0% | +47.9% |
| 1Y | +30.6% | +21.0% | +9.6% | +26.1% |
| 3Y | +73.6% | +86.0% | -12.4% | +63.9% |
| All | +75.4% | +70.3% | +5.1% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling