+293.8%
UNP vs CFG
+248.3%
+45.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.6% | +1.2% |
| 7D | -3.3% | +0.3% | -3.5% | -3.3% |
| 30D | +6.7% | +3.2% | +3.5% | +5.4% |
| 3M | +1.8% | -9.7% | +11.5% | +5.6% |
| 6M | +13.3% | +3.6% | +9.7% | +11.3% |
| YTD | +30.3% | +14.7% | +15.7% | +22.7% |
| 1Y | +36.9% | +29.6% | +7.4% | +22.8% |
| 3Y | +50.9% | +190.6% | -139.6% | -3.7% |
| 5Y | +37.9% | +67.1% | -29.1% | +5.2% |
| 10Y | +293.8% | +237.0% | +56.8% | +93.2% |
| All | +293.8% | +248.3% | +45.5% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling