+92.7%
USB vs CHRW
+132.9%
-40.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -0.8% |
| 7D | -1.5% | +0.7% | -2.2% | -1.7% |
| 30D | +4.3% | -5.0% | +9.3% | +5.5% |
| 3M | -6.1% | -16.1% | +10.0% | -1.8% |
| 6M | +9.4% | -22.6% | +32.0% | +15.7% |
| YTD | +15.2% | -19.3% | +34.5% | +18.5% |
| 1Y | +32.8% | -14.9% | +47.7% | +34.0% |
| 3Y | +91.3% | +68.0% | +23.3% | +44.7% |
| 5Y | +22.7% | +53.2% | -30.5% | -7.0% |
| All | +92.7% | +132.9% | -40.2% | +15.1% |
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 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