+45.5%
UNP vs CME
+52.8%
-7.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -0.7% | -2.9% | +2.1% | -0.6% |
| 30D | -1.1% | +5.5% | -6.7% | -1.5% |
| 3M | +7.9% | +11.0% | -3.1% | +7.1% |
| 6M | +14.6% | -9.7% | +24.3% | +15.1% |
| YTD | +26.6% | +4.9% | +21.7% | +26.1% |
| 1Y | +35.6% | +10.1% | +25.5% | +34.7% |
| 3Y | +45.5% | +53.5% | -8.0% | +34.9% |
| All | +45.5% | +52.8% | -7.3% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling