+9,321.7%
UNP vs CMS
+457.8%
+8,863.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -5.3% | +0.4% | -5.7% | -5.4% |
| 30D | -1.5% | -3.6% | +2.1% | -0.7% |
| 3M | +10.3% | -1.9% | +12.2% | +10.7% |
| 6M | +9.7% | -11.0% | +20.6% | +12.8% |
| YTD | +27.1% | +0.2% | +26.9% | +26.9% |
| 1Y | +32.6% | -1.3% | +33.9% | +32.8% |
| 3Y | +40.0% | +35.9% | +4.1% | +28.9% |
| 5Y | +50.8% | +23.1% | +27.8% | +41.8% |
| 10Y | +278.6% | +117.9% | +160.7% | +209.2% |
| All | +9,321.7% | +457.8% | +8,863.9% | +5,392.2% |
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