+281.1%
UNP vs CNH
+107.0%
+174.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +2.1% |
| 7D | +2.1% | +6.4% | -4.3% | -0.3% |
| 30D | +7.7% | -1.6% | +9.4% | +7.9% |
| 3M | +4.0% | +11.6% | -7.5% | -1.4% |
| 6M | +15.7% | +12.5% | +3.1% | +8.2% |
| YTD | +33.5% | +31.1% | +2.4% | +17.2% |
| 1Y | +38.9% | +17.0% | +22.0% | +26.9% |
| 3Y | +53.7% | +28.7% | +24.9% | +30.3% |
| 5Y | +40.4% | -17.4% | +57.8% | +35.9% |
| All | +281.1% | +107.0% | +174.0% | +151.2% |
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