+74.9%
USAR vs CHRW
+67.5%
+7.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.6% |
| 7D | -2.1% | -1.4% | -0.7% | -2.0% |
| 30D | +2.6% | -3.5% | +6.1% | +3.0% |
| 3M | -35.0% | -19.4% | -15.6% | -33.7% |
| 6M | -6.9% | -21.4% | +14.5% | -5.1% |
| YTD | +48.0% | -7.1% | +55.1% | +47.7% |
| 1Y | +24.8% | +17.8% | +7.0% | +20.9% |
| 3Y | +73.2% | +78.8% | -5.5% | +63.9% |
| All | +74.9% | +67.5% | +7.4% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling