+274.7%
UNP vs CMS
+115.7%
+159.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -5.3% | +0.4% | -5.7% | -5.5% |
| 30D | -1.5% | -3.6% | +2.1% | -0.2% |
| 3M | +10.3% | -1.9% | +12.2% | +10.9% |
| 6M | +9.7% | -11.0% | +20.6% | +14.4% |
| YTD | +27.1% | +0.2% | +26.9% | +26.7% |
| 1Y | +32.6% | -1.3% | +33.9% | +32.7% |
| 3Y | +40.0% | +35.9% | +4.1% | +22.6% |
| 5Y | +50.8% | +23.1% | +27.8% | +36.1% |
| All | +274.7% | +115.7% | +159.0% | +222.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling