-31.6%
CRCL vs UNP
+44.1%
-75.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +2.2% |
| 7D | -6.8% | +3.6% | -10.4% | -4.9% |
| 30D | -8.6% | +11.4% | -20.0% | -2.7% |
| 3M | +20.3% | +4.6% | +15.8% | +23.4% |
| 6M | -36.3% | +18.3% | -54.6% | -28.9% |
| YTD | -4.0% | +35.4% | -39.4% | +8.6% |
| 1Y | -31.6% | +42.6% | -74.2% | -36.4% |
| All | -31.6% | +44.1% | -75.7% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling