+96.5%
UAL vs CHRW
+131.8%
-35.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.7% | -5.5% | -3.1% |
| 7D | +2.3% | -0.1% | +2.3% | +2.3% |
| 30D | +13.3% | -4.3% | +17.6% | +14.8% |
| 3M | -6.3% | -7.4% | +1.1% | -4.6% |
| 6M | +22.5% | -20.7% | +43.2% | +29.2% |
| YTD | +5.9% | -15.9% | +21.7% | +8.6% |
| 1Y | +24.7% | -9.9% | +34.6% | +24.7% |
| 3Y | +211.6% | +79.0% | +132.6% | +126.8% |
| 5Y | +130.6% | +61.3% | +69.2% | +71.7% |
| 10Y | +96.5% | +128.5% | -32.1% | +27.7% |
| All | +96.5% | +131.8% | -35.3% | +27.7% |
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