+112.3%
UAL vs CHRW
+49.0%
+63.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.4% | +2.7% |
| 7D | +8.2% | +0.6% | +7.6% | +8.0% |
| 30D | +2.3% | -7.3% | +9.6% | +4.4% |
| 3M | -12.7% | -14.2% | +1.5% | -9.3% |
| 6M | +12.7% | -25.1% | +37.8% | +19.8% |
| YTD | +0.8% | -21.2% | +22.0% | +5.0% |
| 1Y | +17.8% | -14.2% | +31.9% | +19.5% |
| 3Y | +206.7% | +63.5% | +143.2% | +139.6% |
| All | +112.3% | +49.0% | +63.3% | +64.5% |
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