+271.8%
UNP vs CLF
+108.7%
+163.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | -0.7% | +6.5% | -7.2% | -1.8% |
| 30D | -1.1% | +0.2% | -1.4% | -1.3% |
| 3M | +7.9% | -3.1% | +10.9% | +7.5% |
| 6M | +14.6% | +25.0% | -10.4% | +8.8% |
| YTD | +26.6% | -7.5% | +34.0% | +25.1% |
| 1Y | +35.6% | +11.5% | +24.0% | +27.6% |
| 3Y | +45.5% | -13.7% | +59.2% | +35.8% |
| 5Y | +50.0% | -47.0% | +97.0% | +46.6% |
| 10Y | +271.8% | +116.3% | +155.5% | +141.5% |
| All | +271.8% | +108.7% | +163.2% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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