+9,321.7%
UNP vs CLF
+714.0%
+8,607.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.1% |
| 7D | -5.3% | +7.6% | -12.9% | -6.5% |
| 30D | -1.5% | -1.2% | -0.4% | -1.5% |
| 3M | +10.3% | -13.4% | +23.6% | +11.8% |
| 6M | +9.7% | +15.4% | -5.8% | +5.3% |
| YTD | +27.1% | -5.9% | +33.0% | +25.2% |
| 1Y | +32.6% | +18.8% | +13.8% | +23.5% |
| 3Y | +40.0% | -19.4% | +59.4% | +32.2% |
| 5Y | +50.8% | -47.7% | +98.6% | +47.3% |
| 10Y | +278.6% | +130.4% | +148.3% | +149.7% |
| All | +9,321.7% | +714.0% | +8,607.7% | +3,430.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling