+104.7%
CSCO vs UNP
+49.1%
+55.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.8% | +4.4% |
| 7D | -2.9% | -3.3% | +0.3% | -1.9% |
| 30D | -16.7% | +6.7% | -23.4% | -18.3% |
| 3M | -18.4% | +1.8% | -20.2% | -18.9% |
| 6M | +2.9% | +13.3% | -10.4% | -1.6% |
| YTD | +30.4% | +30.3% | +0.1% | +17.7% |
| 1Y | +41.4% | +36.9% | +4.4% | +24.7% |
| 3Y | +104.7% | +50.9% | +53.7% | +73.4% |
| All | +104.7% | +49.1% | +55.5% | +73.4% |
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