+278.9%
UNP vs CB
+250.2%
+28.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -1.1% |
| 7D | +4.2% | +2.9% | +1.3% | +2.8% |
| 30D | +5.6% | +7.3% | -1.7% | +2.0% |
| 3M | +2.0% | +9.4% | -7.4% | -2.4% |
| 6M | +15.4% | +19.6% | -4.2% | +5.3% |
| YTD | +32.7% | +21.5% | +11.2% | +20.1% |
| 1Y | +39.4% | +28.0% | +11.4% | +22.8% |
| 3Y | +54.3% | +74.9% | -20.6% | +14.2% |
| 5Y | +39.6% | +108.1% | -68.5% | -7.1% |
| All | +278.9% | +250.2% | +28.7% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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