+9,728.0%
UNP vs CHD
+11,631.5%
-1,903.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +7.3% | +12.2% | -4.9% | +4.5% |
| 3M | +3.6% | +9.3% | -5.7% | +1.4% |
| 6M | +15.8% | +24.3% | -8.4% | +9.9% |
| YTD | +32.6% | +34.9% | -2.3% | +23.3% |
| 1Y | +37.2% | +32.7% | +4.5% | +28.0% |
| 3Y | +52.6% | +29.4% | +23.2% | +42.1% |
| 5Y | +40.6% | +31.7% | +8.9% | +29.4% |
| 10Y | +288.4% | +191.7% | +96.8% | +192.4% |
| All | +9,728.0% | +11,631.5% | -1,903.5% | +3,897.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling