+9,339.3%
UNP vs CMS
+463.7%
+8,875.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.1% |
| 7D | -4.6% | -1.3% | -3.2% | -4.2% |
| 30D | +5.6% | +6.3% | -0.7% | +4.1% |
| 3M | -1.3% | -2.1% | +0.7% | -0.8% |
| 6M | +9.2% | -5.1% | +14.3% | +10.6% |
| YTD | +27.3% | +1.3% | +26.1% | +26.8% |
| 1Y | +35.9% | -1.4% | +37.3% | +36.2% |
| 3Y | +45.5% | +36.9% | +8.5% | +33.8% |
| 5Y | +36.0% | +32.5% | +3.4% | +25.6% |
| 10Y | +307.2% | +126.8% | +180.4% | +229.6% |
| All | +9,339.3% | +463.7% | +8,875.6% | +5,388.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling