+277.6%
UNP vs CNC
+99.9%
+177.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.0% | -0.8% |
| 7D | -1.8% | -0.9% | -0.9% | -1.6% |
| 30D | -2.7% | -1.0% | -1.8% | -2.7% |
| 3M | +6.5% | +4.5% | +2.0% | +5.2% |
| 6M | +14.4% | +85.2% | -70.8% | +0.2% |
| YTD | +24.8% | +61.4% | -36.6% | +11.5% |
| 1Y | +34.4% | +94.9% | -60.5% | +14.6% |
| 3Y | +43.6% | 0.0% | +43.6% | +34.5% |
| 5Y | +53.2% | +11.2% | +42.0% | +35.4% |
| All | +277.6% | +99.9% | +177.7% | +206.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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