+35.6%
UNP vs CB
+101.1%
-65.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -1.9% |
| 7D | -4.6% | +0.2% | -4.8% | -4.6% |
| 30D | +5.6% | +9.1% | -3.4% | +1.9% |
| 3M | -1.3% | +3.4% | -4.7% | -2.7% |
| 6M | +9.2% | +14.1% | -4.9% | +3.0% |
| YTD | +27.3% | +18.0% | +9.3% | +18.3% |
| 1Y | +35.9% | +30.1% | +5.8% | +21.1% |
| 3Y | +45.5% | +71.8% | -26.3% | +12.2% |
| All | +35.6% | +101.1% | -65.5% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling