+220,352.3%
CSCO vs UNP
+9,835.6%
+210,516.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -0.7% | -5.3% | +4.7% | +1.8% |
| 30D | -10.1% | -1.5% | -8.6% | -9.6% |
| 3M | -15.7% | +10.3% | -25.9% | -19.7% |
| 6M | +36.3% | +9.7% | +26.6% | +29.6% |
| YTD | +43.8% | +27.1% | +16.7% | +27.8% |
| 1Y | +63.9% | +32.6% | +31.4% | +42.6% |
| 3Y | +104.4% | +40.0% | +64.4% | +71.4% |
| 5Y | +111.4% | +50.8% | +60.5% | +68.4% |
| 10Y | +361.7% | +278.6% | +83.0% | +136.5% |
| All | +220,352.3% | +9,835.6% | +210,516.7% | +20,327.5% |
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