+271.8%
UNP vs CNH
+152.9%
+118.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | +1.5% |
| 7D | -0.7% | +8.8% | -9.5% | -3.9% |
| 30D | -1.1% | +24.7% | -25.8% | -9.1% |
| 3M | +7.9% | +27.3% | -19.5% | -2.1% |
| 6M | +14.6% | +23.2% | -8.5% | +4.3% |
| YTD | +26.6% | +48.9% | -22.3% | +7.2% |
| 1Y | +35.6% | +19.4% | +16.2% | +23.8% |
| 3Y | +45.5% | +7.8% | +37.7% | +33.5% |
| 5Y | +50.0% | +8.7% | +41.3% | +31.1% |
| 10Y | +271.8% | +149.5% | +122.3% | +113.3% |
| All | +271.8% | +152.9% | +118.9% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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