+42.6%
UNP vs CMS
+1.4%
+41.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.1% |
| 7D | +3.6% | +4.1% | -0.5% | +2.0% |
| 30D | +11.4% | +10.9% | +0.5% | +7.0% |
| 3M | +4.6% | -0.2% | +4.8% | +4.6% |
| 6M | +18.3% | -4.7% | +23.0% | +20.3% |
| YTD | +35.4% | +3.9% | +31.5% | +32.8% |
| 1Y | +42.6% | +0.4% | +42.3% | +41.6% |
| All | +42.6% | +1.4% | +41.2% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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