+5,536.8%
UNP vs CB
+7,037.7%
-1,500.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.1% |
| 7D | -4.6% | +0.2% | -4.8% | -4.6% |
| 30D | +5.6% | +9.1% | -3.4% | +2.9% |
| 3M | -1.3% | +3.4% | -4.7% | -2.3% |
| 6M | +9.2% | +14.1% | -4.9% | +4.8% |
| YTD | +27.3% | +18.0% | +9.3% | +20.8% |
| 1Y | +35.9% | +30.1% | +5.8% | +25.2% |
| 3Y | +45.5% | +71.8% | -26.3% | +22.3% |
| 5Y | +36.0% | +101.8% | -65.8% | +8.4% |
| 10Y | +307.2% | +252.1% | +55.1% | +172.8% |
| All | +5,536.8% | +7,037.7% | -1,500.9% | +2,273.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling