+282.5%
UNP vs CME
+280.6%
+1.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | -1.7% | -0.6% | -1.1% | -1.5% |
| 30D | -2.1% | +4.7% | -6.8% | -3.9% |
| 3M | +5.4% | +7.8% | -2.4% | +1.9% |
| 6M | +13.4% | -11.0% | +24.4% | +17.9% |
| YTD | +25.0% | +4.0% | +20.9% | +21.6% |
| 1Y | +34.6% | +9.1% | +25.5% | +28.0% |
| 3Y | +43.6% | +52.3% | -8.7% | +15.2% |
| 5Y | +51.7% | +76.1% | -24.4% | +11.7% |
| 10Y | +282.5% | +280.6% | +1.9% | +86.9% |
| All | +282.5% | +280.6% | +1.9% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling