-19.8%
CEG vs UNP
+38.2%
-58.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.9% |
| 7D | +17.8% | +2.1% | +15.7% | +18.0% |
| 30D | -4.5% | +7.7% | -12.3% | -3.5% |
| 3M | +1.5% | +4.0% | -2.6% | +2.4% |
| 6M | -3.5% | +15.7% | -19.2% | -2.0% |
| YTD | -19.7% | +33.5% | -53.2% | -17.0% |
| 1Y | -19.8% | +38.9% | -58.7% | -18.5% |
| All | -19.8% | +38.2% | -58.0% | -18.5% |
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