+52.2%
UNP vs CF
+227.0%
-174.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.4% |
| 7D | -5.3% | +6.0% | -11.4% | -5.9% |
| 30D | -1.5% | +14.8% | -16.4% | -2.9% |
| 3M | +10.3% | +14.1% | -3.8% | +8.7% |
| 6M | +9.7% | +28.5% | -18.9% | +5.8% |
| YTD | +27.1% | +74.9% | -47.8% | +18.0% |
| 1Y | +32.6% | +61.7% | -29.1% | +24.1% |
| 3Y | +40.0% | +80.3% | -40.3% | +27.3% |
| All | +52.2% | +227.0% | -174.8% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling