+34.6%
UNP vs CME
+9.3%
+25.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -1.7% | -0.6% | -1.1% | -1.7% |
| 30D | -2.1% | +4.7% | -6.8% | -2.5% |
| 3M | +5.4% | +7.8% | -2.4% | +4.8% |
| 6M | +13.4% | -11.0% | +24.4% | +14.5% |
| YTD | +25.0% | +4.0% | +20.9% | +24.6% |
| 1Y | +34.6% | +9.1% | +25.5% | +33.2% |
| All | +34.6% | +9.3% | +25.2% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling