+282.5%
UNP vs CCI
+17.8%
+264.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.0% |
| 7D | -1.7% | -0.3% | -1.5% | -1.7% |
| 30D | -2.1% | +2.1% | -4.2% | -2.7% |
| 3M | +5.4% | -17.8% | +23.3% | +11.2% |
| 6M | +13.4% | -14.2% | +27.6% | +17.6% |
| YTD | +25.0% | -13.3% | +38.3% | +28.8% |
| 1Y | +34.6% | -16.6% | +51.2% | +40.1% |
| 3Y | +43.6% | -10.8% | +54.4% | +42.8% |
| 5Y | +51.7% | -50.3% | +102.1% | +81.1% |
| 10Y | +282.5% | +22.5% | +260.0% | +314.3% |
| All | +282.5% | +17.8% | +264.7% | +314.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling