+732.7%
CLS vs UNP
+46.2%
+686.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.6% |
| 7D | -22.2% | -4.6% | -17.6% | -22.0% |
| 30D | -44.4% | +5.6% | -50.0% | -44.5% |
| 3M | -34.3% | -1.3% | -33.0% | -34.1% |
| 6M | -50.1% | +9.2% | -59.3% | -50.8% |
| YTD | -30.1% | +27.3% | -57.4% | -33.5% |
| 1Y | -39.3% | +35.9% | -75.3% | -43.4% |
| 3Y | +732.7% | +45.5% | +687.3% | +614.2% |
| All | +732.7% | +46.2% | +686.5% | +614.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling