+335.7%
CSCO vs UNP
+288.6%
+47.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.9% |
| 7D | +6.6% | +2.1% | +4.5% | +5.6% |
| 30D | -11.3% | +7.7% | -19.1% | -14.4% |
| 3M | -17.3% | +4.0% | -21.4% | -19.1% |
| 6M | +3.5% | +15.7% | -12.1% | -4.0% |
| YTD | +34.9% | +33.5% | +1.4% | +15.9% |
| 1Y | +40.5% | +38.9% | +1.5% | +18.2% |
| 3Y | +109.3% | +53.7% | +55.6% | +64.9% |
| 5Y | +105.9% | +40.4% | +65.4% | +66.5% |
| All | +335.7% | +288.6% | +47.1% | +123.8% |
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 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