+3,215.4%
UNP vs CHRW
+4,173.0%
-957.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -5.3% | -1.4% | -3.9% | -4.9% |
| 30D | -1.5% | -3.5% | +1.9% | -0.6% |
| 3M | +10.3% | -19.4% | +29.7% | +17.0% |
| 6M | +9.7% | -21.4% | +31.0% | +16.6% |
| YTD | +27.1% | -7.1% | +34.2% | +26.7% |
| 1Y | +32.6% | +17.8% | +14.8% | +20.8% |
| 3Y | +40.0% | +78.8% | -38.8% | +7.2% |
| 5Y | +50.8% | +83.5% | -32.7% | +12.1% |
| 10Y | +278.6% | +160.2% | +118.4% | +144.3% |
| All | +3,215.4% | +4,173.0% | -957.6% | +1,105.5% |
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