+9,339.3%
UNP vs CL
+5,337.0%
+4,002.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.5% | -1.9% |
| 7D | -4.6% | +1.3% | -5.9% | -5.0% |
| 30D | +5.6% | +11.4% | -5.7% | +1.9% |
| 3M | -1.3% | +4.4% | -5.7% | -2.8% |
| 6M | +9.2% | +10.8% | -1.5% | +5.3% |
| YTD | +27.3% | +25.1% | +2.2% | +17.6% |
| 1Y | +35.9% | +28.0% | +7.9% | +24.5% |
| 3Y | +45.5% | +37.6% | +7.8% | +28.7% |
| 5Y | +36.0% | +39.7% | -3.7% | +19.3% |
| 10Y | +307.2% | +75.8% | +231.4% | +228.2% |
| All | +9,339.3% | +5,337.0% | +4,002.3% | +2,837.8% |
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