+4,324.0%
UNP vs CCJ
+1,583.6%
+2,740.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -5.3% | +0.7% | -6.1% | -5.5% |
| 30D | -1.5% | +6.9% | -8.4% | -3.0% |
| 3M | +10.3% | -11.6% | +21.9% | +12.1% |
| 6M | +9.7% | -16.2% | +25.9% | +11.8% |
| YTD | +27.1% | +10.1% | +17.0% | +21.7% |
| 1Y | +32.6% | +32.3% | +0.3% | +20.4% |
| 3Y | +40.0% | +171.3% | -131.3% | +3.9% |
| 5Y | +50.8% | +372.4% | -321.6% | -6.6% |
| 10Y | +278.6% | +1,070.0% | -791.4% | +70.4% |
| All | +4,324.0% | +1,583.6% | +2,740.4% | +1,850.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling