+4,100.0%
CMG vs UNP
+1,957.4%
+2,142.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -2.8% | -5.3% | +2.5% | -0.2% |
| 30D | +7.1% | -1.5% | +8.7% | +7.9% |
| 3M | +31.2% | +10.3% | +20.9% | +24.4% |
| 6M | +0.7% | +9.7% | -9.0% | -4.7% |
| YTD | -0.1% | +27.1% | -27.2% | -12.3% |
| 1Y | -10.7% | +32.6% | -43.3% | -23.3% |
| 3Y | -4.7% | +40.0% | -44.7% | -21.1% |
| 5Y | -3.8% | +50.8% | -54.6% | -24.8% |
| 10Y | +352.5% | +278.6% | +73.9% | +110.4% |
| All | +4,100.0% | +1,957.4% | +2,142.6% | +591.6% |
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