+7.1%
CRM vs UNP
+32.8%
-25.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -1.9% |
| 7D | +1.3% | -5.3% | +6.6% | -0.1% |
| 30D | +34.3% | -1.5% | +35.9% | +33.6% |
| 3M | +37.7% | +10.3% | +27.4% | +40.5% |
| 6M | +34.9% | +9.7% | +25.3% | +41.0% |
| YTD | -1.6% | +27.1% | -28.7% | +2.0% |
| 1Y | +7.1% | +32.6% | -25.4% | +10.3% |
| All | +7.1% | +32.8% | -25.7% | +10.3% |
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