+11.8%
CRM vs UNP
+43.0%
-31.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | -4.4% | -1.8% | -2.6% | -4.1% |
| 30D | +28.1% | -2.7% | +30.9% | +28.7% |
| 3M | +48.8% | +6.5% | +42.3% | +45.9% |
| 6M | +28.3% | +14.4% | +13.9% | +22.7% |
| YTD | -6.0% | +24.8% | -30.8% | -13.7% |
| 1Y | +1.4% | +34.4% | -33.0% | -10.1% |
| 3Y | +11.8% | +43.6% | -31.7% | -8.7% |
| All | +11.8% | +43.0% | -31.1% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling