+130.7%
C vs UNP
+51.0%
+79.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +3.6% | -5.3% | +9.0% | +6.6% |
| 30D | +0.1% | -1.5% | +1.6% | +0.7% |
| 3M | +2.4% | +10.3% | -7.8% | -3.6% |
| 6M | +24.9% | +9.7% | +15.3% | +17.3% |
| YTD | +19.8% | +27.1% | -7.3% | +2.9% |
| 1Y | +44.9% | +32.6% | +12.3% | +21.1% |
| 3Y | +263.0% | +40.0% | +223.0% | +192.3% |
| All | +130.7% | +51.0% | +79.7% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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