+32.6%
UNP vs CHRW
+16.7%
+15.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | +0.1% |
| 7D | -5.3% | -1.8% | -3.5% | -5.1% |
| 30D | -1.5% | -3.9% | +2.3% | -1.1% |
| 3M | +10.3% | -19.7% | +30.0% | +12.8% |
| 6M | +9.7% | -21.7% | +31.4% | +12.2% |
| YTD | +27.1% | -7.5% | +34.6% | +27.5% |
| 1Y | +32.6% | +17.3% | +15.3% | +31.2% |
| All | +32.6% | +16.7% | +15.8% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling