+870.4%
USB vs CHRW
+4,173.0%
-3,302.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.6% |
| 7D | +1.4% | -1.4% | +2.8% | +1.9% |
| 30D | -1.3% | -3.5% | +2.2% | -0.3% |
| 3M | +15.2% | -19.4% | +34.6% | +22.0% |
| 6M | +18.8% | -21.4% | +40.2% | +26.1% |
| YTD | +21.0% | -7.1% | +28.1% | +20.6% |
| 1Y | +34.0% | +17.8% | +16.2% | +22.2% |
| 3Y | +95.3% | +78.8% | +16.5% | +50.3% |
| 5Y | +40.4% | +83.5% | -43.2% | +4.5% |
| 10Y | +107.3% | +160.2% | -52.9% | +33.8% |
| All | +870.4% | +4,173.0% | -3,302.6% | +220.0% |
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