+284.1%
UNP vs CME
+301.9%
-17.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.6% |
| 7D | -0.9% | +1.7% | -2.6% | -1.5% |
| 30D | +8.0% | +10.2% | -2.2% | +4.0% |
| 3M | +3.3% | +17.8% | -14.4% | -3.3% |
| 6M | +14.7% | +11.0% | +3.7% | +9.4% |
| YTD | +31.9% | +17.0% | +14.9% | +22.4% |
| 1Y | +37.1% | +15.8% | +21.3% | +27.7% |
| 3Y | +51.9% | +61.8% | -9.9% | +19.7% |
| 5Y | +39.3% | +72.5% | -33.2% | +4.7% |
| 10Y | +284.1% | +288.0% | -3.9% | +95.3% |
| All | +284.1% | +301.9% | -17.8% | +95.3% |
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