+251.3%
UAL vs CHRW
+477.1%
-225.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.9% |
| 7D | +0.7% | -1.4% | +2.1% | +1.5% |
| 30D | -16.1% | -3.5% | -12.6% | -14.6% |
| 3M | +6.1% | -19.4% | +25.5% | +16.8% |
| 6M | +10.8% | -21.4% | +32.2% | +23.1% |
| YTD | -0.4% | -7.1% | +6.7% | -1.3% |
| 1Y | +5.0% | +17.8% | -12.8% | -12.4% |
| 3Y | +124.0% | +78.8% | +45.2% | +33.6% |
| 5Y | +141.0% | +83.5% | +57.5% | +32.5% |
| 10Y | +118.0% | +160.2% | -42.2% | -16.9% |
| All | +251.3% | +477.1% | -225.8% | -21.0% |
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