+40.6%
UNP vs CF
+115.5%
-75.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -2.1% | +10.4% | -12.4% | -2.9% |
| 30D | +7.3% | +7.6% | -0.3% | +6.6% |
| 3M | +3.6% | +5.2% | -1.5% | +3.0% |
| 6M | +15.8% | -0.1% | +15.9% | +15.5% |
| YTD | +32.6% | +61.7% | -29.1% | +23.8% |
| 1Y | +37.2% | +50.3% | -13.1% | +29.2% |
| 3Y | +52.6% | +66.0% | -13.4% | +39.7% |
| 5Y | +40.6% | +114.5% | -73.9% | +24.3% |
| All | +40.6% | +115.5% | -75.0% | +24.3% |
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 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