+281.1%
UNP vs CI
+145.6%
+135.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.2% |
| 7D | +2.1% | -1.7% | +3.8% | +2.6% |
| 30D | +7.7% | +4.9% | +2.9% | +6.2% |
| 3M | +4.0% | +7.4% | -3.3% | +1.6% |
| 6M | +15.7% | +0.4% | +15.3% | +14.8% |
| YTD | +33.5% | +9.5% | +24.0% | +28.6% |
| 1Y | +38.9% | +12.0% | +27.0% | +32.8% |
| 3Y | +53.7% | +7.1% | +46.6% | +43.3% |
| 5Y | +40.4% | +49.3% | -8.9% | +12.3% |
| All | +281.1% | +145.6% | +135.5% | +159.7% |
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