+277.6%
UNP vs CHD
+126.1%
+151.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -1.8% | -4.5% | +2.7% | -0.6% |
| 30D | -2.7% | -6.7% | +4.0% | -1.0% |
| 3M | +6.5% | -2.7% | +9.2% | +7.1% |
| 6M | +14.4% | -4.9% | +19.3% | +15.6% |
| YTD | +24.8% | +13.3% | +11.5% | +20.3% |
| 1Y | +34.4% | +1.0% | +33.4% | +33.3% |
| 3Y | +43.6% | +1.3% | +42.3% | +41.1% |
| 5Y | +53.2% | +20.8% | +32.4% | +41.8% |
| All | +277.6% | +126.1% | +151.5% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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