+9,283.7%
UNP vs CMI
+19,796.6%
-10,512.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -0.7% | +1.9% | -2.6% | -1.4% |
| 30D | -1.1% | -12.5% | +11.4% | +3.3% |
| 3M | +7.9% | -16.2% | +24.1% | +13.6% |
| 6M | +14.6% | +4.9% | +9.8% | +11.0% |
| YTD | +26.6% | +11.1% | +15.4% | +19.6% |
| 1Y | +35.6% | +43.4% | -7.8% | +16.7% |
| 3Y | +45.5% | +154.1% | -108.6% | +1.4% |
| 5Y | +50.0% | +169.5% | -119.5% | +1.3% |
| 10Y | +271.8% | +503.8% | -232.0% | +90.2% |
| All | +9,283.7% | +19,796.6% | -10,512.9% | +1,469.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling