+2,463.6%
UNP vs CF
+5,948.3%
-3,484.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +1.0% |
| 7D | -5.3% | +6.0% | -11.4% | -6.9% |
| 30D | -1.5% | +14.8% | -16.4% | -5.2% |
| 3M | +10.3% | +14.1% | -3.8% | +6.0% |
| 6M | +9.7% | +28.5% | -18.9% | +0.4% |
| YTD | +27.1% | +74.9% | -47.8% | +7.0% |
| 1Y | +32.6% | +61.7% | -29.1% | +13.6% |
| 3Y | +40.0% | +80.3% | -40.3% | +13.3% |
| 5Y | +50.8% | +226.0% | -175.1% | -2.1% |
| 10Y | +278.6% | +569.9% | -291.2% | +88.0% |
| All | +2,463.6% | +5,948.3% | -3,484.7% | +554.2% |
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