+198,812.9%
CSCO vs UNP
+10,213.0%
+188,599.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.0% |
| 7D | -4.7% | -0.9% | -3.8% | -4.2% |
| 30D | -17.1% | +8.0% | -25.1% | -19.9% |
| 3M | -19.6% | +3.3% | -23.0% | -21.0% |
| 6M | +2.4% | +14.7% | -12.3% | -4.4% |
| YTD | +29.8% | +31.9% | -2.1% | +13.2% |
| 1Y | +38.7% | +37.1% | +1.6% | +18.7% |
| 3Y | +101.3% | +51.9% | +49.5% | +62.6% |
| 5Y | +94.8% | +39.3% | +55.5% | +60.9% |
| 10Y | +324.2% | +284.1% | +40.1% | +116.0% |
| All | +198,812.9% | +10,213.0% | +188,599.9% | +17,992.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling