+42.6%
UNP vs CMI
+10.9%
+31.7%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.8% | +7.4% | +2.2% |
| 7D | +3.6% | -11.2% | +14.8% | +4.8% |
| 30D | +11.4% | -9.8% | +21.2% | +12.4% |
| 3M | +4.6% | -25.5% | +30.1% | +7.9% |
| 6M | +18.3% | -27.7% | +45.9% | +21.4% |
| YTD | +35.4% | -6.6% | +42.0% | +31.4% |
| 1Y | +42.6% | +11.7% | +30.9% | +35.0% |
| All | +42.6% | +10.9% | +31.7% | +35.0% |
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