+278.9%
UNP vs CHD
+196.1%
+82.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.0% |
| 7D | +4.2% | +3.6% | +0.6% | +3.2% |
| 30D | +5.6% | +10.4% | -4.8% | +2.7% |
| 3M | +2.0% | +12.2% | -10.1% | -1.2% |
| 6M | +15.4% | +19.9% | -4.5% | +9.5% |
| YTD | +32.7% | +36.4% | -3.7% | +21.5% |
| 1Y | +39.4% | +35.1% | +4.3% | +27.9% |
| 3Y | +54.3% | +29.2% | +25.1% | +41.8% |
| 5Y | +39.6% | +33.4% | +6.2% | +25.3% |
| All | +278.9% | +196.1% | +82.8% | +176.9% |
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