+287.5%
UNP vs CHRW
+169.9%
+117.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.9% |
| 7D | -0.7% | +1.9% | -2.7% | -1.4% |
| 30D | -1.1% | +0.9% | -2.1% | -1.5% |
| 3M | +7.9% | -19.9% | +27.7% | +14.4% |
| 6M | +14.6% | -15.8% | +30.4% | +18.9% |
| YTD | +26.6% | -5.6% | +32.2% | +25.1% |
| 1Y | +35.6% | +21.0% | +14.5% | +21.6% |
| 3Y | +45.5% | +86.0% | -40.5% | +7.3% |
| 5Y | +50.0% | +88.6% | -38.6% | +5.9% |
| All | +287.5% | +169.9% | +117.6% | +117.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling