+9,321.7%
UNP vs CL
+4,870.0%
+4,451.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.6% |
| 7D | -5.3% | -2.2% | -3.2% | -4.7% |
| 30D | -1.5% | -4.8% | +3.3% | 0.0% |
| 3M | +10.3% | +4.9% | +5.3% | +8.3% |
| 6M | +9.7% | -5.7% | +15.4% | +11.4% |
| YTD | +27.1% | +14.4% | +12.7% | +20.9% |
| 1Y | +32.6% | +8.7% | +23.8% | +28.0% |
| 3Y | +40.0% | +30.0% | +10.0% | +26.2% |
| 5Y | +50.8% | +28.4% | +22.5% | +36.1% |
| 10Y | +278.6% | +50.1% | +228.5% | +221.2% |
| All | +9,321.7% | +4,870.0% | +4,451.8% | +2,922.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling