-2.7%
CEG vs UNP
+32.8%
-35.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.9% |
| 7D | +8.0% | -5.3% | +13.4% | +7.4% |
| 30D | +12.9% | -1.5% | +14.5% | +12.8% |
| 3M | +13.2% | +10.3% | +2.9% | +14.3% |
| 6M | -7.0% | +9.7% | -16.7% | -6.6% |
| YTD | -15.0% | +27.1% | -42.1% | -12.4% |
| 1Y | -2.7% | +32.6% | -35.3% | +3.7% |
| All | -2.7% | +32.8% | -35.5% | +3.7% |
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