+2,104.6%
CLS vs UNP
+4,449.2%
-2,344.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.9% |
| 7D | -22.2% | -4.6% | -17.6% | -20.2% |
| 30D | -44.4% | +5.6% | -50.0% | -46.3% |
| 3M | -34.3% | -1.3% | -33.0% | -34.3% |
| 6M | -50.1% | +9.2% | -59.3% | -53.5% |
| YTD | -30.1% | +27.3% | -57.4% | -40.8% |
| 1Y | -39.3% | +35.9% | -75.3% | -50.5% |
| 3Y | +732.7% | +45.5% | +687.3% | +537.4% |
| 5Y | +1,777.2% | +36.0% | +1,741.2% | +1,371.0% |
| 10Y | +1,645.6% | +307.2% | +1,338.4% | +628.1% |
| All | +2,104.6% | +4,449.2% | -2,344.6% | +145.9% |
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