+293.8%
UNP vs CF
+546.3%
-252.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -3.3% | -0.9% | -2.4% | -3.2% |
| 30D | +6.7% | +6.9% | -0.2% | +4.9% |
| 3M | +1.8% | +4.8% | -3.1% | +0.1% |
| 6M | +13.3% | +4.7% | +8.7% | +10.9% |
| YTD | +30.3% | +56.5% | -26.1% | +12.9% |
| 1Y | +36.9% | +48.4% | -11.5% | +20.1% |
| 3Y | +50.9% | +59.1% | -8.2% | +26.2% |
| 5Y | +37.9% | +109.5% | -71.6% | -1.2% |
| 10Y | +293.8% | +487.0% | -193.2% | +93.3% |
| All | +293.8% | +546.3% | -252.5% | +93.3% |
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