+52.2%
UNP vs CFG
+101.4%
-49.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -5.3% | +1.5% | -6.9% | -5.8% |
| 30D | -1.5% | -3.8% | +2.3% | -0.4% |
| 3M | +10.3% | +11.5% | -1.2% | +6.2% |
| 6M | +9.7% | +19.2% | -9.5% | +3.3% |
| YTD | +27.1% | +23.7% | +3.4% | +18.0% |
| 1Y | +32.6% | +38.8% | -6.3% | +18.3% |
| 3Y | +40.0% | +178.9% | -138.9% | -1.1% |
| All | +52.2% | +101.4% | -49.2% | +12.8% |
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