+32.8%
USB vs CHRW
-14.4%
+47.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.5% |
| 7D | -1.5% | +0.7% | -2.2% | -1.6% |
| 30D | +4.3% | -5.0% | +9.3% | +4.8% |
| 3M | -6.1% | -16.1% | +10.0% | -4.2% |
| 6M | +9.4% | -22.6% | +32.0% | +11.3% |
| YTD | +15.2% | -19.3% | +34.5% | +13.3% |
| 1Y | +32.8% | -14.9% | +47.7% | +27.6% |
| All | +32.8% | -14.4% | +47.2% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling