+3,231.7%
CLS vs UNP
+4,440.7%
-1,209.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +4.6% | -5.3% | +9.9% | +7.7% |
| 30D | -13.9% | -1.5% | -12.3% | -13.2% |
| 3M | -26.6% | +10.3% | -36.8% | -31.3% |
| 6M | +15.4% | +9.7% | +5.7% | +7.8% |
| YTD | +5.7% | +27.1% | -21.4% | -9.8% |
| 1Y | +41.1% | +32.6% | +8.5% | +17.0% |
| 3Y | +1,228.6% | +40.0% | +1,188.6% | +946.3% |
| 5Y | +3,240.6% | +50.8% | +3,189.8% | +2,384.2% |
| 10Y | +2,760.3% | +278.6% | +2,481.7% | +1,147.0% |
| All | +3,231.7% | +4,440.7% | -1,209.0% | +274.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling