+284.1%
UNP vs CI
+147.8%
+136.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.4% |
| 7D | -0.9% | +2.6% | -3.5% | -1.7% |
| 30D | +8.0% | +7.3% | +0.7% | +5.7% |
| 3M | +3.3% | +9.5% | -6.1% | +0.3% |
| 6M | +14.7% | +6.4% | +8.3% | +11.9% |
| YTD | +31.9% | +12.0% | +19.9% | +26.2% |
| 1Y | +37.1% | +20.1% | +17.0% | +28.2% |
| 3Y | +51.9% | +9.6% | +42.3% | +40.6% |
| 5Y | +39.3% | +52.7% | -13.4% | +10.6% |
| 10Y | +284.1% | +150.3% | +133.8% | +156.2% |
| All | +284.1% | +147.8% | +136.3% | +156.2% |
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