+5,526.4%
UNP vs CB
+6,559.4%
-1,033.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.7% |
| 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% | +7.2% |
| 6M | +9.7% | +2.9% | +6.8% | +8.5% |
| YTD | +27.1% | +10.1% | +17.0% | +23.2% |
| 1Y | +32.6% | +22.8% | +9.8% | +24.1% |
| 3Y | +40.0% | +73.8% | -33.8% | +17.2% |
| 5Y | +50.8% | +99.2% | -48.3% | +20.7% |
| 10Y | +278.6% | +218.2% | +60.4% | +161.2% |
| All | +5,526.4% | +6,559.4% | -1,033.1% | +2,318.8% |
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