+5.6%
CDE vs UNP
+44.1%
-38.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.7% | +7.0% | +8.6% |
| 7D | +1.1% | +3.6% | -2.5% | +0.8% |
| 30D | -14.5% | +11.4% | -25.8% | -15.3% |
| 3M | -10.1% | +4.6% | -14.6% | -10.4% |
| 6M | -16.9% | +18.3% | -35.2% | -19.8% |
| YTD | -18.1% | +35.4% | -53.5% | -21.5% |
| 1Y | +5.6% | +42.6% | -37.0% | +0.2% |
| All | +5.6% | +44.1% | -38.5% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling