+52.2%
UNP vs CI
+42.7%
+9.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | -5.3% | +1.3% | -6.7% | -5.6% |
| 30D | -1.5% | +4.4% | -6.0% | -2.4% |
| 3M | +10.3% | +0.7% | +9.6% | +9.9% |
| 6M | +9.7% | +0.3% | +9.3% | +9.2% |
| YTD | +27.1% | +3.8% | +23.3% | +25.6% |
| 1Y | +32.6% | -5.5% | +38.1% | +32.6% |
| 3Y | +40.0% | +8.1% | +31.9% | +34.0% |
| All | +52.2% | +42.7% | +9.5% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling