+238.9%
CRM vs UNP
+285.4%
-46.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | -4.4% | -1.8% | -2.6% | -3.7% |
| 30D | +28.1% | -2.7% | +30.9% | +29.5% |
| 3M | +48.8% | +6.5% | +42.3% | +44.2% |
| 6M | +28.3% | +14.4% | +13.9% | +19.0% |
| YTD | -6.0% | +24.8% | -30.8% | -16.7% |
| 1Y | +1.4% | +34.4% | -33.0% | -13.4% |
| 3Y | +11.8% | +43.6% | -31.7% | -8.8% |
| 5Y | -2.0% | +53.2% | -55.2% | -23.5% |
| All | +238.9% | +285.4% | -46.5% | +106.0% |
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