-89.7%
CDE vs UNP
+9,650.4%
-9,740.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | +2.3% | -0.7% | +3.0% | +2.6% |
| 30D | +18.8% | -1.1% | +19.9% | +19.3% |
| 3M | +23.5% | +7.9% | +15.6% | +19.8% |
| 6M | -8.6% | +14.6% | -23.3% | -13.7% |
| YTD | +16.0% | +26.6% | -10.6% | +5.4% |
| 1Y | +42.1% | +35.6% | +6.5% | +25.7% |
| 3Y | +835.9% | +45.5% | +790.4% | +706.0% |
| 5Y | +197.6% | +50.0% | +147.6% | +152.7% |
| 10Y | +39.6% | +271.8% | -232.3% | -15.8% |
| All | -89.7% | +9,650.4% | -9,740.1% | -94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling