+377.3%
CSCO vs UNP
+271.6%
+105.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.8% |
| 7D | 0.0% | -1.7% | +1.7% | +0.8% |
| 30D | -10.7% | -2.1% | -8.6% | -10.0% |
| 3M | -8.7% | +5.4% | -14.2% | -11.3% |
| 6M | +44.9% | +13.4% | +31.5% | +35.3% |
| YTD | +44.1% | +25.0% | +19.2% | +28.1% |
| 1Y | +65.9% | +34.6% | +31.3% | +41.8% |
| 3Y | +109.0% | +43.6% | +65.4% | +70.4% |
| 5Y | +114.8% | +51.7% | +63.0% | +66.4% |
| 10Y | +377.3% | +282.5% | +94.8% | +145.8% |
| All | +377.3% | +271.6% | +105.7% | +145.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling