+34.0%
CDE vs UNP
+35.2%
-1.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | -3.1% | -1.8% | -1.3% | -2.9% |
| 30D | +9.5% | -2.7% | +12.2% | +9.9% |
| 3M | +25.5% | +6.5% | +19.0% | +23.1% |
| 6M | -7.9% | +14.4% | -22.3% | -12.9% |
| YTD | +15.6% | +24.8% | -9.3% | +8.9% |
| 1Y | +34.0% | +34.4% | -0.4% | +20.2% |
| All | +34.0% | +35.2% | -1.2% | +20.2% |
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