+1,130.2%
UNP vs CHTR
+282.5%
+847.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.1% | +6.8% | +0.6% |
| 7D | -1.7% | -15.8% | +14.1% | +2.1% |
| 30D | -2.1% | -12.7% | +10.5% | +0.5% |
| 3M | +5.4% | -1.1% | +6.5% | +4.6% |
| 6M | +13.4% | -39.9% | +53.3% | +24.5% |
| YTD | +25.0% | -35.9% | +60.8% | +34.5% |
| 1Y | +34.6% | -49.2% | +83.7% | +53.1% |
| 3Y | +43.6% | -68.3% | +111.9% | +77.8% |
| 5Y | +51.7% | -83.0% | +134.7% | +118.4% |
| 10Y | +282.5% | -49.3% | +331.8% | +290.9% |
| All | +1,130.2% | +282.5% | +847.6% | +533.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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