+286.5%
UNP vs CCI
+64.4%
+222.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.7% |
| 7D | -0.9% | +3.2% | -4.1% | -1.8% |
| 30D | +8.0% | +12.2% | -4.2% | +4.4% |
| 3M | +3.3% | +23.1% | -19.8% | -3.2% |
| 6M | +14.7% | +1.3% | +13.5% | +13.3% |
| YTD | +31.9% | +4.5% | +27.4% | +28.4% |
| 1Y | +37.1% | +2.3% | +34.8% | +34.2% |
| 3Y | +51.9% | +9.8% | +42.1% | +41.6% |
| 5Y | +39.3% | -36.5% | +75.8% | +54.7% |
| All | +286.5% | +64.4% | +222.1% | +291.7% |
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