+45.5%
UNP vs CLF
-33.4%
+78.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.8% |
| 7D | -4.6% | -19.6% | +15.0% | -2.9% |
| 30D | +5.6% | -5.0% | +10.6% | +5.6% |
| 3M | -1.3% | -6.3% | +5.0% | -1.4% |
| 6M | +9.2% | +2.8% | +6.5% | +7.6% |
| YTD | +27.3% | -13.7% | +41.0% | +26.6% |
| 1Y | +35.9% | +13.6% | +22.3% | +31.3% |
| 3Y | +45.5% | -34.0% | +79.5% | +40.8% |
| All | +45.5% | -33.4% | +78.9% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling