+14.0%
UNP vs CF
-5.0%
+19.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.2% | -9.6% | -3.3% |
| 7D | -1.3% | +0.4% | -1.7% | -1.1% |
| 30D | +7.7% | +2.2% | +5.5% | +7.9% |
| 3M | +1.3% | +2.1% | -0.8% | +1.4% |
| 6M | +14.0% | -6.5% | +20.5% | +12.6% |
| All | +14.0% | -5.0% | +19.0% | +12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling