+3,358.3%
UNP vs CHRW
+3,771.3%
-412.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.7% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | +7.3% | -4.3% | +11.6% | +8.4% |
| 3M | +3.6% | -7.4% | +11.1% | +5.3% |
| 6M | +15.8% | -20.7% | +36.5% | +22.4% |
| YTD | +32.6% | -15.9% | +48.4% | +35.4% |
| 1Y | +37.2% | -9.9% | +47.1% | +36.8% |
| 3Y | +52.6% | +79.0% | -26.4% | +15.7% |
| 5Y | +40.6% | +61.3% | -20.8% | +8.2% |
| 10Y | +288.4% | +128.5% | +159.9% | +159.4% |
| All | +3,358.3% | +3,771.3% | -412.9% | +1,188.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling