+32.6%
UNP vs CMI
+45.0%
-12.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.2% |
| 7D | -5.3% | -0.7% | -4.6% | -5.3% |
| 30D | -1.5% | -13.4% | +11.9% | 0.0% |
| 3M | +10.3% | -17.0% | +27.3% | +12.2% |
| 6M | +9.7% | -1.6% | +11.3% | +8.1% |
| YTD | +27.1% | +11.0% | +16.1% | +23.0% |
| 1Y | +32.6% | +41.9% | -9.3% | +27.4% |
| All | +32.6% | +45.0% | -12.4% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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