+293.8%
UNP vs CLF
+92.7%
+201.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.0% | -4.6% | +1.3% |
| 7D | -3.3% | -14.1% | +10.8% | -1.1% |
| 30D | +6.7% | -5.5% | +12.3% | +6.9% |
| 3M | +1.8% | 0.0% | +1.8% | +0.7% |
| 6M | +13.3% | +11.3% | +2.1% | +9.1% |
| YTD | +30.3% | -7.7% | +38.0% | +27.6% |
| 1Y | +36.9% | +17.5% | +19.4% | +28.3% |
| 3Y | +50.9% | -25.4% | +76.4% | +43.7% |
| 5Y | +37.9% | -46.0% | +83.9% | +33.7% |
| 10Y | +293.8% | +80.1% | +213.7% | +161.0% |
| All | +293.8% | +92.7% | +201.1% | +161.0% |
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