+298.3%
UNP vs CF
+561.7%
-263.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.8% |
| 7D | -4.6% | -3.2% | -1.4% | -4.0% |
| 30D | +5.6% | +4.3% | +1.3% | +4.4% |
| 3M | -1.3% | +2.8% | -4.1% | -2.5% |
| 6M | +9.2% | +0.6% | +8.6% | +7.9% |
| YTD | +27.3% | +56.6% | -29.3% | +10.3% |
| 1Y | +35.9% | +49.6% | -13.7% | +19.0% |
| 3Y | +45.5% | +61.5% | -16.0% | +21.1% |
| 5Y | +36.0% | +124.0% | -88.0% | -4.9% |
| All | +298.3% | +561.7% | -263.5% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling