+40.6%
UNP vs CCJ
+182.9%
-142.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.4% |
| 7D | -2.1% | +3.7% | -5.8% | -2.4% |
| 30D | +7.3% | -13.7% | +21.0% | +8.3% |
| 3M | +3.6% | -24.7% | +28.4% | +5.6% |
| 6M | +15.8% | -38.1% | +54.0% | +19.6% |
| YTD | +32.6% | -18.8% | +51.3% | +32.8% |
| 1Y | +37.2% | -19.5% | +56.7% | +37.4% |
| 3Y | +52.6% | +75.9% | -23.3% | +35.1% |
| 5Y | +40.6% | +173.1% | -132.5% | +16.5% |
| All | +40.6% | +182.9% | -142.3% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling