+293.8%
UNP vs CI
+158.0%
+135.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.2% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | +6.7% | +4.7% | +2.0% | +5.2% |
| 3M | +1.8% | +5.2% | -3.4% | 0.0% |
| 6M | +13.3% | +3.8% | +9.5% | +11.4% |
| YTD | +30.3% | +9.2% | +21.1% | +25.7% |
| 1Y | +36.9% | +14.3% | +22.7% | +30.0% |
| 3Y | +50.9% | +8.4% | +42.5% | +40.1% |
| 5Y | +37.9% | +50.0% | -12.1% | +10.0% |
| 10Y | +293.8% | +142.2% | +151.6% | +168.0% |
| All | +293.8% | +158.0% | +135.7% | +168.0% |
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