+46.9%
UNP vs CHRW
+81.1%
-34.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -5.3% | -1.4% | -3.9% | -5.1% |
| 30D | -1.5% | -3.5% | +1.9% | -1.1% |
| 3M | +10.3% | -19.4% | +29.7% | +13.5% |
| 6M | +9.7% | -21.4% | +31.0% | +13.1% |
| YTD | +27.1% | -7.1% | +34.2% | +26.9% |
| 1Y | +32.6% | +17.8% | +14.8% | +26.4% |
| All | +46.9% | +81.1% | -34.1% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling