+3.5%
UNH vs CHRW
+89.7%
-86.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.2% | -2.0% |
| 7D | -1.7% | +4.1% | -5.7% | -1.9% |
| 30D | -3.8% | +1.9% | -5.7% | -3.9% |
| 3M | -4.3% | -21.2% | +16.9% | -3.2% |
| 6M | +38.6% | -16.7% | +55.3% | +39.7% |
| YTD | +20.7% | -5.4% | +26.0% | +20.4% |
| 1Y | +16.0% | +21.2% | -5.2% | +13.9% |
| 3Y | -13.5% | +86.5% | -99.9% | -19.2% |
| 5Y | +3.5% | +93.0% | -89.5% | -7.9% |
| All | +3.5% | +89.7% | -86.2% | -7.9% |
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