+35.1%
UNP vs CCJ
+28.7%
+6.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | -1.7% | +4.2% | -5.9% | -1.7% |
| 30D | -2.1% | +3.2% | -5.3% | -2.1% |
| 3M | +5.4% | -1.8% | +7.3% | +5.6% |
| 6M | +13.4% | -13.5% | +26.9% | +13.4% |
| YTD | +25.0% | +9.7% | +15.2% | +24.9% |
| All | +35.1% | +28.7% | +6.4% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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