+35.6%
UNP vs CFG
+61.2%
-25.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.3% |
| 7D | -4.6% | -0.9% | -3.7% | -4.2% |
| 30D | +5.6% | +1.1% | +4.6% | +5.3% |
| 3M | -1.3% | -12.0% | +10.7% | +2.7% |
| 6M | +9.2% | -2.2% | +11.5% | +9.6% |
| YTD | +27.3% | +11.4% | +15.9% | +22.1% |
| 1Y | +35.9% | +27.8% | +8.1% | +24.6% |
| 3Y | +45.5% | +173.3% | -127.8% | +3.7% |
| All | +35.6% | +61.2% | -25.6% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling