+114.0%
CSCO vs UNP
+51.4%
+62.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -0.5% | -0.7% | +0.2% | -0.2% |
| 30D | -10.1% | -1.1% | -9.0% | -9.8% |
| 3M | -11.7% | +7.9% | -19.6% | -14.5% |
| 6M | +40.1% | +14.6% | +25.5% | +32.0% |
| YTD | +43.8% | +26.6% | +17.2% | +30.0% |
| 1Y | +66.6% | +35.6% | +31.0% | +46.1% |
| 3Y | +108.5% | +45.5% | +63.0% | +75.6% |
| 5Y | +114.0% | +50.0% | +64.0% | +76.0% |
| All | +114.0% | +51.4% | +62.6% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling