+63.9%
CSCO vs UNP
+32.8%
+31.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -0.7% | -5.3% | +4.7% | 0.0% |
| 30D | -10.1% | -1.5% | -8.6% | -10.0% |
| 3M | -15.7% | +10.3% | -25.9% | -16.9% |
| 6M | +36.3% | +9.7% | +26.6% | +34.8% |
| YTD | +43.8% | +27.1% | +16.7% | +38.9% |
| 1Y | +63.9% | +32.6% | +31.4% | +58.1% |
| All | +63.9% | +32.8% | +31.1% | +58.1% |
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