+5,648.9%
CRM vs UNP
+3,050.2%
+2,598.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.7% |
| 7D | -8.1% | -1.2% | -6.9% | -7.5% |
| 30D | +23.1% | -2.0% | +25.0% | +24.2% |
| 3M | +42.5% | +7.5% | +35.0% | +36.2% |
| 6M | +25.3% | +15.3% | +10.0% | +13.4% |
| YTD | -7.8% | +25.4% | -33.2% | -21.0% |
| 1Y | +1.0% | +35.6% | -34.6% | -17.3% |
| 3Y | +10.0% | +44.1% | -34.2% | -14.6% |
| 5Y | -3.9% | +54.0% | -57.8% | -29.6% |
| 10Y | +233.2% | +283.9% | -50.8% | +30.5% |
| All | +5,648.9% | +3,050.2% | +2,598.7% | +474.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling