+596.4%
UNP vs CG
+351.2%
+245.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.6% |
| 7D | -5.3% | -4.3% | -1.0% | -4.1% |
| 30D | -1.5% | -5.1% | +3.5% | -0.2% |
| 3M | +10.3% | +8.7% | +1.6% | +7.2% |
| 6M | +9.7% | -9.2% | +18.9% | +11.8% |
| YTD | +27.1% | -18.9% | +46.0% | +33.1% |
| 1Y | +32.6% | -25.6% | +58.2% | +41.7% |
| 3Y | +40.0% | +57.3% | -17.3% | +14.5% |
| 5Y | +50.8% | +10.2% | +40.7% | +31.9% |
| 10Y | +278.6% | +364.2% | -85.6% | +108.5% |
| All | +596.4% | +351.2% | +245.2% | +279.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling