+5,371.8%
UNP vs CCI
+1,098.1%
+4,273.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -2.1% | -3.4% | +1.3% | -1.5% |
| 30D | +7.3% | +9.9% | -2.6% | +5.6% |
| 3M | +3.6% | +22.7% | -19.1% | 0.0% |
| 6M | +15.8% | +0.8% | +15.0% | +14.9% |
| YTD | +32.6% | +4.1% | +28.4% | +30.6% |
| 1Y | +37.2% | -0.6% | +37.8% | +36.1% |
| 3Y | +52.6% | +9.4% | +43.2% | +47.9% |
| 5Y | +40.6% | -36.8% | +77.4% | +47.5% |
| 10Y | +288.4% | +65.4% | +223.0% | +251.9% |
| All | +5,371.8% | +1,098.1% | +4,273.7% | +3,520.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling