-10.0%
CRM vs UNP
+44.1%
-54.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +2.6% |
| 7D | -6.2% | +3.6% | -9.8% | -5.4% |
| 30D | -1.2% | +11.4% | -12.5% | +1.5% |
| 3M | +19.1% | +4.6% | +14.5% | +19.9% |
| 6M | +23.0% | +18.3% | +4.7% | +28.8% |
| YTD | -13.7% | +35.4% | -49.1% | -7.5% |
| 1Y | -10.0% | +42.6% | -52.6% | -9.1% |
| All | -10.0% | +44.1% | -54.1% | -9.1% |
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