+35.5%
UNP vs CMS
-1.1%
+36.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.1% |
| 7D | -3.3% | -0.9% | -2.3% | -2.9% |
| 30D | +6.7% | +7.1% | -0.4% | +4.1% |
| 3M | +1.8% | -1.3% | +3.1% | +2.3% |
| 6M | +13.3% | -2.7% | +16.0% | +14.1% |
| YTD | +30.3% | +2.6% | +27.7% | +29.0% |
| All | +35.5% | -1.1% | +36.5% | +35.9% |
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