+8,106.6%
UNH vs CHRW
+3,771.3%
+4,335.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -1.4% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | +6.5% | -4.3% | +10.7% | +7.3% |
| 3M | +0.8% | -7.4% | +8.2% | +1.9% |
| 6M | +6.1% | -20.7% | +26.8% | +10.0% |
| YTD | +24.5% | -15.9% | +40.3% | +26.0% |
| 1Y | +26.3% | -9.9% | +36.2% | +25.8% |
| 3Y | -20.7% | +79.0% | -99.7% | -35.4% |
| 5Y | -3.6% | +61.3% | -64.9% | -21.3% |
| 10Y | +225.1% | +128.5% | +96.5% | +137.0% |
| All | +8,106.6% | +3,771.3% | +4,335.3% | +2,689.6% |
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