+271.8%
UNP vs CL
+51.8%
+220.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -0.7% | -1.4% | +0.6% | -0.2% |
| 30D | -1.1% | -5.2% | +4.1% | +1.1% |
| 3M | +7.9% | +3.3% | +4.6% | +6.0% |
| 6M | +14.6% | -4.4% | +19.0% | +16.2% |
| YTD | +26.6% | +13.9% | +12.7% | +18.6% |
| 1Y | +35.6% | +7.6% | +27.9% | +29.9% |
| 3Y | +45.5% | +29.6% | +15.9% | +25.2% |
| 5Y | +50.0% | +28.1% | +21.9% | +28.8% |
| 10Y | +271.8% | +53.4% | +218.5% | +195.6% |
| All | +271.8% | +51.8% | +220.0% | +195.6% |
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