+9,738.8%
UNP vs CLX
+2,867.3%
+6,871.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.7% | -0.9% |
| 7D | +4.2% | +9.5% | -5.3% | +2.0% |
| 30D | +5.6% | +30.7% | -25.1% | -1.0% |
| 3M | +2.0% | +4.2% | -2.2% | +0.8% |
| 6M | +15.4% | +22.1% | -6.7% | +9.5% |
| YTD | +32.7% | +14.1% | +18.6% | +27.4% |
| 1Y | +39.4% | +10.3% | +29.1% | +34.9% |
| 3Y | +54.3% | -7.8% | +62.1% | +54.4% |
| 5Y | +39.6% | -20.8% | +60.5% | +42.3% |
| 10Y | +288.9% | +31.9% | +257.0% | +233.3% |
| All | +9,738.8% | +2,867.3% | +6,871.5% | +3,560.3% |
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