+9,321.7%
UNP vs CLX
+2,386.6%
+6,935.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | -5.3% | -9.2% | +3.9% | -3.2% |
| 30D | -1.5% | -11.0% | +9.5% | +1.2% |
| 3M | +10.3% | +5.0% | +5.2% | +8.6% |
| 6M | +9.7% | -18.8% | +28.5% | +14.5% |
| YTD | +27.1% | -4.4% | +31.5% | +27.5% |
| 1Y | +32.6% | -21.9% | +54.4% | +39.2% |
| 3Y | +40.0% | -32.8% | +72.7% | +51.0% |
| 5Y | +50.8% | -34.6% | +85.4% | +61.1% |
| 10Y | +278.6% | -4.7% | +283.3% | +252.3% |
| All | +9,321.7% | +2,386.6% | +6,935.1% | +3,561.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling