+36.7%
CLS vs UNP
+33.7%
+3.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +0.6% |
| 7D | +20.1% | -1.7% | +21.8% | +19.3% |
| 30D | +6.0% | -2.1% | +8.2% | +5.3% |
| 3M | -10.3% | +5.4% | -15.7% | -9.0% |
| 6M | +24.5% | +13.4% | +11.1% | +27.6% |
| YTD | +12.9% | +25.0% | -12.1% | +24.6% |
| 1Y | +36.7% | +34.6% | +2.1% | +64.2% |
| All | +36.7% | +33.7% | +3.0% | +64.2% |
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