-24.1%
CLS vs UNP
+38.2%
-62.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.8% |
| 7D | +23.5% | +2.1% | +21.4% | +24.2% |
| 30D | -28.9% | +7.7% | -36.7% | -26.6% |
| 3M | -25.2% | +4.0% | -29.2% | -23.5% |
| 6M | -32.1% | +15.7% | -47.8% | -29.0% |
| YTD | -14.1% | +33.5% | -47.6% | -5.3% |
| 1Y | -24.1% | +38.9% | -63.0% | -19.2% |
| All | -24.1% | +38.2% | -62.2% | -19.2% |
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