-3.6%
UNH vs CHRW
+60.9%
-64.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.7% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | +6.5% | -4.3% | +10.7% | +6.6% |
| 3M | +0.8% | -7.4% | +8.2% | +1.0% |
| 6M | +6.1% | -20.7% | +26.8% | +7.0% |
| YTD | +24.5% | -15.9% | +40.3% | +24.8% |
| 1Y | +26.3% | -9.9% | +36.2% | +26.2% |
| 3Y | -20.7% | +79.0% | -99.7% | -25.9% |
| 5Y | -3.6% | +61.3% | -64.9% | -9.7% |
| All | -3.6% | +60.9% | -64.5% | -9.7% |
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