+43.4%
UNP vs CB
+74.5%
-31.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.8% |
| 7D | -5.3% | +0.5% | -5.8% | -5.5% |
| 30D | -1.5% | -3.1% | +1.6% | -0.6% |
| 3M | +10.3% | +9.0% | +1.3% | +7.0% |
| 6M | +9.7% | +2.9% | +6.8% | +8.3% |
| YTD | +27.1% | +10.1% | +17.0% | +22.9% |
| 1Y | +32.6% | +22.8% | +9.8% | +24.1% |
| All | +43.4% | +74.5% | -31.1% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling