+39.4%
UNP vs CCI
+2.5%
+37.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.7% |
| 7D | +4.2% | +2.5% | +1.7% | +4.0% |
| 30D | +5.6% | +14.4% | -8.8% | +4.5% |
| 3M | +2.0% | +21.7% | -19.7% | +0.5% |
| 6M | +15.4% | +4.0% | +11.4% | +16.7% |
| YTD | +32.7% | +6.2% | +26.5% | +34.9% |
| 1Y | +39.4% | +5.4% | +34.0% | +42.2% |
| All | +39.4% | +2.5% | +37.0% | +42.2% |
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