+271.8%
UNP vs CB
+214.7%
+57.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.3% |
| 7D | -0.7% | -0.6% | -0.1% | -0.5% |
| 30D | -1.1% | -3.9% | +2.8% | +0.7% |
| 3M | +7.9% | +4.9% | +2.9% | +5.0% |
| 6M | +14.6% | +3.3% | +11.4% | +12.4% |
| YTD | +26.6% | +8.5% | +18.1% | +21.0% |
| 1Y | +35.6% | +22.1% | +13.5% | +21.9% |
| 3Y | +45.5% | +70.1% | -24.6% | +8.4% |
| 5Y | +50.0% | +97.4% | -47.4% | +1.9% |
| 10Y | +271.8% | +216.8% | +55.0% | +87.4% |
| All | +271.8% | +214.7% | +57.1% | +87.4% |
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