+228.4%
UNH vs CHRW
+183.1%
+45.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | -4.5% | +3.5% | -8.0% | -5.1% |
| 30D | -6.5% | +4.6% | -11.1% | -7.3% |
| 3M | -6.0% | -19.7% | +13.7% | -3.0% |
| 6M | +33.7% | -12.4% | +46.1% | +35.4% |
| YTD | +16.4% | -3.9% | +20.3% | +15.1% |
| 1Y | +10.1% | +18.4% | -8.3% | +4.1% |
| 3Y | -16.3% | +88.8% | -105.2% | -30.6% |
| 5Y | +2.1% | +93.5% | -91.4% | -19.2% |
| All | +228.4% | +183.1% | +45.3% | +122.0% |
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