+322.0%
CMG vs UNP
+285.4%
+36.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -2.1% | -1.8% | -0.3% | -1.2% |
| 30D | +10.9% | -2.7% | +13.6% | +12.3% |
| 3M | +15.8% | +6.5% | +9.3% | +12.0% |
| 6M | +6.9% | +14.4% | -7.4% | -0.5% |
| YTD | -2.2% | +24.8% | -27.0% | -12.9% |
| 1Y | -7.1% | +34.4% | -41.5% | -20.2% |
| 3Y | -7.1% | +43.6% | -50.7% | -23.4% |
| 5Y | -4.8% | +53.2% | -58.0% | -25.4% |
| All | +322.0% | +285.4% | +36.6% | +102.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling