+639.7%
CEG vs UNP
+33.9%
+605.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +6.7% | -0.7% | +7.4% | +6.9% |
| 30D | +11.0% | -1.1% | +12.1% | +11.3% |
| 3M | +19.5% | +7.9% | +11.6% | +16.0% |
| 6M | -5.9% | +14.6% | -20.5% | -11.1% |
| YTD | -15.0% | +26.6% | -41.6% | -22.9% |
| 1Y | +0.6% | +35.6% | -34.9% | -11.8% |
| 3Y | +180.6% | +45.5% | +135.1% | +132.3% |
| All | +639.7% | +33.9% | +605.8% | +513.0% |
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