+248.5%
UAL vs CHRW
+401.6%
-153.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.4% | -2.1% |
| 7D | +5.0% | +0.7% | +4.3% | +4.6% |
| 30D | -1.2% | -5.0% | +3.8% | +1.1% |
| 3M | -16.8% | -16.1% | -0.7% | -9.4% |
| 6M | +18.0% | -22.6% | +40.6% | +30.3% |
| YTD | -1.2% | -19.3% | +18.1% | +4.7% |
| 1Y | +14.3% | -14.9% | +29.3% | +17.2% |
| 3Y | +194.6% | +68.0% | +126.5% | +78.4% |
| 5Y | +109.6% | +53.2% | +56.5% | +27.9% |
| 10Y | +93.1% | +134.8% | -41.8% | -23.5% |
| All | +248.5% | +401.6% | -153.0% | -16.2% |
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