+2,537.3%
UNP vs CF
+5,277.9%
-2,740.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.2% | -9.6% | -5.0% |
| 7D | -1.3% | +0.4% | -1.7% | -1.6% |
| 30D | +7.7% | +2.2% | +5.5% | +6.9% |
| 3M | +1.3% | +2.1% | -0.8% | +0.1% |
| 6M | +14.0% | -6.5% | +20.5% | +14.4% |
| YTD | +30.8% | +55.6% | -24.8% | +13.0% |
| 1Y | +40.0% | +42.3% | -2.3% | +23.6% |
| 3Y | +50.1% | +55.7% | -5.7% | +26.0% |
| 5Y | +39.6% | +122.4% | -82.8% | +0.7% |
| 10Y | +318.1% | +568.5% | -250.4% | +107.6% |
| All | +2,537.3% | +5,277.9% | -2,740.6% | +590.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling