+3,087.1%
UNP vs CME
+8,132.9%
-5,045.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | -3.3% | -0.6% | -2.7% | -3.1% |
| 30D | +6.7% | +8.5% | -1.8% | +3.9% |
| 3M | +1.8% | +16.0% | -14.2% | -3.1% |
| 6M | +13.3% | +9.3% | +4.0% | +9.4% |
| YTD | +30.3% | +15.3% | +15.0% | +23.3% |
| 1Y | +36.9% | +14.4% | +22.5% | +29.8% |
| 3Y | +50.9% | +59.9% | -9.0% | +26.6% |
| 5Y | +37.9% | +69.4% | -31.5% | +12.5% |
| 10Y | +293.8% | +299.5% | -5.7% | +141.8% |
| All | +3,087.1% | +8,132.9% | -5,045.8% | +1,103.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling