+298.3%
UNP vs CMS
+127.3%
+171.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.1% |
| 7D | -4.6% | -0.5% | -4.0% | -4.3% |
| 30D | +5.6% | +7.2% | -1.5% | +2.9% |
| 3M | -1.3% | -1.3% | -0.1% | -0.9% |
| 6M | +9.2% | -4.3% | +13.6% | +10.9% |
| YTD | +27.3% | +2.1% | +25.3% | +26.0% |
| 1Y | +35.9% | -0.6% | +36.5% | +35.8% |
| 3Y | +45.5% | +38.0% | +7.4% | +26.8% |
| 5Y | +36.0% | +33.6% | +2.4% | +19.1% |
| All | +298.3% | +127.3% | +171.0% | +256.6% |
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 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