+1,753.0%
CLS vs UNP
+288.9%
+1,464.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.4% | +5.5% | +6.7% |
| 7D | -10.6% | -3.3% | -7.3% | -9.0% |
| 30D | -38.4% | +6.7% | -45.2% | -40.6% |
| 3M | -29.9% | +1.8% | -31.7% | -30.9% |
| 6M | -40.6% | +13.3% | -54.0% | -45.5% |
| YTD | -24.6% | +30.3% | -54.9% | -36.6% |
| 1Y | -30.8% | +36.9% | -67.7% | -43.4% |
| 3Y | +811.7% | +50.9% | +760.8% | +579.4% |
| 5Y | +1,838.4% | +37.9% | +1,800.5% | +1,399.5% |
| All | +1,753.0% | +288.9% | +1,464.1% | +881.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling