+3,341.3%
UNP vs CHRW
+3,633.2%
-291.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.9% | -3.4% | +2.5% | +0.2% |
| 30D | +8.0% | -9.4% | +17.4% | +11.1% |
| 3M | +3.3% | -12.6% | +16.0% | +7.0% |
| 6M | +14.7% | -24.2% | +38.9% | +23.0% |
| YTD | +31.9% | -18.9% | +50.8% | +36.4% |
| 1Y | +37.1% | -13.7% | +50.8% | +38.6% |
| 3Y | +51.9% | +72.6% | -20.7% | +16.5% |
| 5Y | +39.3% | +55.6% | -16.2% | +8.5% |
| 10Y | +284.1% | +122.7% | +161.4% | +158.7% |
| All | +3,341.3% | +3,633.2% | -291.9% | +1,197.3% |
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 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