+92.6%
UAL vs CHRW
+127.5%
-34.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.4% | +2.8% |
| 7D | +8.2% | +0.6% | +7.6% | +7.9% |
| 30D | +2.3% | -7.3% | +9.6% | +4.7% |
| 3M | -12.7% | -14.2% | +1.5% | -8.7% |
| 6M | +12.7% | -25.1% | +37.8% | +21.2% |
| YTD | +0.8% | -21.2% | +22.0% | +5.8% |
| 1Y | +17.8% | -14.2% | +31.9% | +19.8% |
| 3Y | +206.7% | +63.5% | +143.2% | +130.9% |
| 5Y | +113.9% | +49.6% | +64.3% | +63.8% |
| All | +92.6% | +127.5% | -34.9% | +30.0% |
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 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