+248.3%
UNP vs CFG
+347.0%
-98.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.2% |
| 3M | -1.3% | -12.0% | +10.7% | +3.4% |
| 6M | +9.2% | -2.2% | +11.5% | +9.7% |
| YTD | +27.3% | +11.4% | +15.9% | +21.2% |
| 1Y | +35.9% | +27.8% | +8.1% | +22.6% |
| 3Y | +45.5% | +173.3% | -127.8% | -4.9% |
| 5Y | +36.0% | +62.4% | -26.5% | +4.9% |
| 10Y | +307.2% | +249.6% | +57.6% | +105.2% |
| All | +248.3% | +347.0% | -98.7% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling