+4,546.8%
UNP vs CCJ
+1,099.6%
+3,447.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +1.4% |
| 7D | +2.1% | +5.0% | -3.0% | +1.0% |
| 30D | +7.7% | -16.7% | +24.4% | +11.3% |
| 3M | +4.0% | -27.5% | +31.6% | +10.1% |
| 6M | +15.7% | -38.6% | +54.3% | +25.4% |
| YTD | +33.5% | -21.5% | +55.0% | +35.9% |
| 1Y | +38.9% | -22.3% | +61.3% | +41.2% |
| 3Y | +53.7% | +69.9% | -16.2% | +25.1% |
| 5Y | +40.4% | +163.6% | -123.1% | -1.1% |
| 10Y | +291.1% | +782.3% | -491.1% | +85.0% |
| All | +4,546.8% | +1,099.6% | +3,447.1% | +2,077.3% |
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