+189.0%
CDE vs UNP
+52.3%
+136.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | -3.1% | -1.8% | -1.3% | -2.2% |
| 30D | +9.5% | -2.7% | +12.2% | +11.1% |
| 3M | +25.5% | +6.5% | +19.0% | +20.4% |
| 6M | -7.9% | +14.4% | -22.3% | -16.0% |
| YTD | +15.6% | +24.8% | -9.3% | -0.2% |
| 1Y | +34.0% | +34.4% | -0.4% | +10.2% |
| 3Y | +791.9% | +43.6% | +748.3% | +589.3% |
| All | +189.0% | +52.3% | +136.7% | +120.0% |
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