+73.7%
UAL vs CHRW
+128.6%
-55.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -3.0% | +7.3% | -10.3% | -5.4% |
| 30D | +10.5% | -3.6% | +14.0% | +11.6% |
| 3M | -13.5% | -9.6% | -3.9% | -11.2% |
| 6M | +14.2% | -17.0% | +31.2% | +18.4% |
| YTD | -2.2% | -15.4% | +13.2% | +0.1% |
| 1Y | +12.5% | -10.0% | +22.5% | +12.5% |
| 3Y | +186.8% | +82.2% | +104.7% | +107.2% |
| 5Y | +119.4% | +59.4% | +60.0% | +64.4% |
| All | +73.7% | +128.6% | -55.0% | +11.4% |
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