+271.8%
UNP vs CI
+142.6%
+129.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | -0.7% | -2.0% | +1.3% | -0.1% |
| 30D | -1.1% | -1.8% | +0.7% | -0.7% |
| 3M | +7.9% | -4.2% | +12.1% | +8.8% |
| 6M | +14.6% | +2.7% | +11.9% | +12.9% |
| YTD | +26.6% | +1.9% | +24.7% | +24.7% |
| 1Y | +35.6% | -6.3% | +41.8% | +35.7% |
| 3Y | +45.5% | +3.9% | +41.6% | +36.5% |
| 5Y | +50.0% | +41.9% | +8.1% | +21.7% |
| 10Y | +271.8% | +140.4% | +131.4% | +146.8% |
| All | +271.8% | +142.6% | +129.3% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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