+255.6%
UAL vs CHRW
+389.9%
-134.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.4% | +3.4% |
| 7D | +8.2% | +0.6% | +7.6% | +7.7% |
| 30D | +2.3% | -7.3% | +9.6% | +6.2% |
| 3M | -12.7% | -14.2% | +1.5% | -6.3% |
| 6M | +12.7% | -25.1% | +37.8% | +26.8% |
| YTD | +0.8% | -21.2% | +22.0% | +8.2% |
| 1Y | +17.8% | -14.2% | +31.9% | +20.0% |
| 3Y | +206.7% | +63.5% | +143.2% | +88.7% |
| 5Y | +113.9% | +49.6% | +64.3% | +32.2% |
| 10Y | +97.0% | +129.4% | -32.4% | -20.9% |
| All | +255.6% | +389.9% | -134.3% | -13.3% |
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