+50.9%
UNP vs CME
+62.0%
-11.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | -3.3% | -0.6% | -2.7% | -3.2% |
| 30D | +6.7% | +8.5% | -1.8% | +6.1% |
| 3M | +1.8% | +16.0% | -14.2% | +0.8% |
| 6M | +13.3% | +9.3% | +4.0% | +12.6% |
| YTD | +30.3% | +15.3% | +15.0% | +29.1% |
| 1Y | +36.9% | +14.4% | +22.5% | +35.7% |
| 3Y | +50.9% | +59.9% | -9.0% | +41.6% |
| All | +50.9% | +62.0% | -11.1% | +41.6% |
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