+50.0%
UNP vs CHRW
+90.3%
-40.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | -0.7% | +1.9% | -2.7% | -1.2% |
| 30D | -1.1% | +0.9% | -2.1% | -1.4% |
| 3M | +7.9% | -19.9% | +27.7% | +12.4% |
| 6M | +14.6% | -15.8% | +30.4% | +17.7% |
| YTD | +26.6% | -5.6% | +32.2% | +25.7% |
| 1Y | +35.6% | +21.0% | +14.5% | +25.8% |
| 3Y | +45.5% | +86.0% | -40.5% | +18.0% |
| 5Y | +50.0% | +88.6% | -38.6% | +16.7% |
| All | +50.0% | +90.3% | -40.3% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling