+52.2%
UNP vs CB
+99.7%
-47.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.0% |
| 7D | -5.3% | +0.5% | -5.8% | -5.6% |
| 30D | -1.5% | -3.1% | +1.6% | -0.3% |
| 3M | +10.3% | +9.0% | +1.3% | +5.9% |
| 6M | +9.7% | +2.9% | +6.8% | +8.0% |
| YTD | +27.1% | +10.1% | +17.0% | +21.5% |
| 1Y | +32.6% | +22.8% | +9.8% | +20.7% |
| 3Y | +40.0% | +73.8% | -33.8% | +6.2% |
| All | +52.2% | +99.7% | -47.5% | +4.5% |
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