+518.2%
CEG vs UNP
+34.7%
+483.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +6.9% | +5.1% |
| 7D | -4.7% | -4.6% | -0.2% | -3.5% |
| 30D | -16.6% | +5.6% | -22.2% | -18.2% |
| 3M | -4.1% | -1.3% | -2.8% | -4.1% |
| 6M | -22.3% | +9.2% | -31.6% | -25.3% |
| YTD | -28.9% | +27.3% | -56.3% | -35.9% |
| 1Y | -28.5% | +35.9% | -64.4% | -37.3% |
| 3Y | +104.3% | +45.5% | +58.8% | +68.9% |
| All | +518.2% | +34.7% | +483.5% | +409.9% |
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