+32.6%
UNP vs CCI
-18.8%
+51.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.4% |
| 7D | -5.3% | -0.4% | -4.9% | -5.3% |
| 30D | -1.5% | +2.7% | -4.2% | -1.9% |
| 3M | +10.3% | -18.2% | +28.5% | +14.0% |
| 6M | +9.7% | -14.8% | +24.4% | +12.5% |
| YTD | +27.1% | -12.6% | +39.7% | +29.8% |
| 1Y | +32.6% | -16.7% | +49.3% | +34.9% |
| All | +32.6% | -18.8% | +51.3% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · 6 months rolling