+153.0%
UNP vs CLBK
+65.6%
+87.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | -1.2% | -1.4% | +0.2% | -0.7% |
| 30D | -2.0% | +4.5% | -6.5% | -3.6% |
| 3M | +7.5% | +22.8% | -15.3% | -0.3% |
| 6M | +15.3% | +43.4% | -28.1% | +1.0% |
| YTD | +25.4% | +64.1% | -38.7% | +4.3% |
| 1Y | +35.6% | +67.6% | -32.0% | +11.4% |
| 3Y | +44.1% | +53.3% | -9.1% | +18.6% |
| 5Y | +54.0% | +44.8% | +9.1% | +20.2% |
| All | +153.0% | +65.6% | +87.4% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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