+9,339.3%
UNP vs CI
+7,937.0%
+1,402.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -2.0% |
| 7D | -4.6% | -1.6% | -3.0% | -4.2% |
| 30D | +5.6% | +5.4% | +0.2% | +4.2% |
| 3M | -1.3% | +7.3% | -8.6% | -3.2% |
| 6M | +9.2% | +5.3% | +3.9% | +7.3% |
| YTD | +27.3% | +8.5% | +18.9% | +23.8% |
| 1Y | +35.9% | +17.1% | +18.8% | +29.5% |
| 3Y | +45.5% | +1.4% | +44.1% | +40.0% |
| 5Y | +36.0% | +50.5% | -14.5% | +16.5% |
| 10Y | +307.2% | +168.5% | +138.7% | +193.3% |
| All | +9,339.3% | +7,937.0% | +1,402.3% | +2,500.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling