+281.1%
UNP vs CG
+274.5%
+6.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +2.0% |
| 7D | +2.1% | -1.5% | +3.6% | +2.5% |
| 30D | +7.7% | +5.7% | +2.0% | +5.7% |
| 3M | +4.0% | -17.9% | +21.9% | +10.0% |
| 6M | +15.7% | -20.2% | +35.9% | +22.8% |
| YTD | +33.5% | -32.0% | +65.5% | +47.4% |
| 1Y | +38.9% | -27.0% | +66.0% | +49.7% |
| 3Y | +53.7% | +42.8% | +10.9% | +26.0% |
| 5Y | +40.4% | -23.4% | +63.9% | +38.0% |
| All | +281.1% | +274.5% | +6.5% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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