+282.5%
UNP vs CG
+324.5%
-42.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.1% |
| 7D | -1.7% | -6.4% | +4.7% | +0.3% |
| 30D | -2.1% | -7.1% | +4.9% | 0.0% |
| 3M | +5.4% | -1.6% | +7.0% | +5.5% |
| 6M | +13.4% | -8.3% | +21.7% | +15.3% |
| YTD | +25.0% | -23.8% | +48.8% | +33.7% |
| 1Y | +34.6% | -28.7% | +63.3% | +46.3% |
| 3Y | +43.6% | +49.2% | -5.5% | +16.7% |
| 5Y | +51.7% | +5.5% | +46.2% | +32.4% |
| 10Y | +282.5% | +331.2% | -48.7% | +102.8% |
| All | +282.5% | +324.5% | -42.0% | +102.8% |
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