+41.2%
USB vs CHRW
+83.1%
-41.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.5% |
| 7D | +1.4% | -1.4% | +2.8% | +1.7% |
| 30D | -1.3% | -3.5% | +2.2% | -0.6% |
| 3M | +15.2% | -19.4% | +34.6% | +19.9% |
| 6M | +18.8% | -21.4% | +40.2% | +23.9% |
| YTD | +21.0% | -7.1% | +28.1% | +20.5% |
| 1Y | +34.0% | +17.8% | +16.2% | +24.8% |
| 3Y | +95.3% | +78.8% | +16.5% | +60.2% |
| All | +41.2% | +83.1% | -41.9% | +17.5% |
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