+42.6%
UNP vs CCI
+7.6%
+35.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.5% | -4.8% | +1.1% |
| 7D | +3.6% | +5.0% | -1.4% | +3.2% |
| 30D | +11.4% | +36.4% | -25.0% | +8.1% |
| 3M | +4.6% | +20.4% | -15.8% | +3.1% |
| 6M | +18.3% | +4.9% | +13.4% | +19.6% |
| YTD | +35.4% | +7.8% | +27.6% | +36.8% |
| 1Y | +42.6% | +7.3% | +35.3% | +44.3% |
| All | +42.6% | +7.6% | +35.0% | +44.3% |
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