+50.0%
UNP vs CCJ
+346.5%
-296.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | -0.7% | +5.9% | -6.7% | -1.1% |
| 30D | -1.1% | +4.7% | -5.8% | -1.5% |
| 3M | +7.9% | -3.3% | +11.2% | +7.9% |
| 6M | +14.6% | -7.0% | +21.7% | +14.6% |
| YTD | +26.6% | +11.5% | +15.1% | +24.3% |
| 1Y | +35.6% | +32.3% | +3.3% | +30.4% |
| 3Y | +45.5% | +176.8% | -131.3% | +26.0% |
| 5Y | +50.0% | +351.8% | -301.8% | +22.8% |
| All | +50.0% | +346.5% | -296.5% | +22.8% |
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