+298.3%
UNP vs CL
+74.1%
+224.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.5% | -1.7% |
| 7D | -4.6% | +1.3% | -5.9% | -5.1% |
| 30D | +5.6% | +11.4% | -5.7% | +0.9% |
| 3M | -1.3% | +4.4% | -5.7% | -3.2% |
| 6M | +9.2% | +10.8% | -1.5% | +4.2% |
| YTD | +27.3% | +25.1% | +2.2% | +14.7% |
| 1Y | +35.9% | +28.0% | +7.9% | +21.1% |
| 3Y | +45.5% | +37.6% | +7.8% | +22.6% |
| 5Y | +36.0% | +39.7% | -3.7% | +12.8% |
| All | +298.3% | +74.1% | +224.2% | +192.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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