+53.7%
UNP vs CLX
-35.6%
+89.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | -0.7% | -3.5% | +2.8% | 0.0% |
| 30D | -1.1% | -11.9% | +10.7% | +1.3% |
| 3M | +7.9% | -2.6% | +10.5% | +8.2% |
| 6M | +14.6% | -18.2% | +32.8% | +18.7% |
| YTD | +26.6% | -5.9% | +32.5% | +27.4% |
| 1Y | +35.6% | -23.8% | +59.4% | +42.0% |
| 3Y | +45.5% | -33.6% | +79.1% | +55.7% |
| All | +53.7% | -35.6% | +89.3% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 5y: compounded portfolio wealth divided by compounded CLX 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…
5y analysis · Full analysis span regression · 6 months rolling