+3,007.8%
UNP vs CME
+7,469.3%
-4,461.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | -5.3% | -1.6% | -3.8% | -4.9% |
| 30D | -1.5% | +6.2% | -7.8% | -3.5% |
| 3M | +10.3% | +10.4% | -0.2% | +6.5% |
| 6M | +9.7% | -9.5% | +19.2% | +12.5% |
| YTD | +27.1% | +6.0% | +21.1% | +23.7% |
| 1Y | +32.6% | +9.3% | +23.3% | +27.6% |
| 3Y | +40.0% | +57.7% | -17.7% | +17.9% |
| 5Y | +50.8% | +77.7% | -26.8% | +21.3% |
| 10Y | +278.6% | +281.2% | -2.6% | +136.4% |
| All | +3,007.8% | +7,469.3% | -4,461.5% | +1,106.6% |
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 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