+54.0%
UNP vs CMI
+163.4%
-109.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.6% |
| 7D | -1.2% | +0.8% | -2.0% | -1.4% |
| 30D | -2.0% | -12.8% | +10.8% | +2.3% |
| 3M | +7.5% | -12.4% | +20.0% | +11.1% |
| 6M | +15.3% | -0.9% | +16.2% | +13.0% |
| YTD | +25.4% | +8.9% | +16.6% | +17.7% |
| 1Y | +35.6% | +37.7% | -2.1% | +15.3% |
| 3Y | +44.1% | +148.9% | -104.7% | -6.2% |
| 5Y | +54.0% | +164.4% | -110.4% | -4.3% |
| All | +54.0% | +163.4% | -109.5% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling