+4,514.8%
UNP vs CCJ
+1,142.1%
+3,372.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.1% |
| 7D | -2.1% | +3.7% | -5.8% | -2.8% |
| 30D | +7.3% | -13.7% | +21.0% | +10.1% |
| 3M | +3.6% | -24.7% | +28.4% | +8.8% |
| 6M | +15.8% | -38.1% | +54.0% | +25.4% |
| YTD | +32.6% | -18.8% | +51.3% | +34.0% |
| 1Y | +37.2% | -19.5% | +56.7% | +38.6% |
| 3Y | +52.6% | +75.9% | -23.3% | +23.5% |
| 5Y | +40.6% | +173.1% | -132.5% | -1.7% |
| 10Y | +288.4% | +813.5% | -525.0% | +82.6% |
| All | +4,514.8% | +1,142.1% | +3,372.7% | +2,048.2% |
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