+293.8%
UNP vs CNH
+134.0%
+159.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.9% | -8.5% | -1.3% |
| 7D | -3.3% | +8.6% | -11.8% | -6.1% |
| 30D | +6.7% | +12.6% | -5.8% | +2.2% |
| 3M | +1.8% | +17.5% | -15.7% | -5.1% |
| 6M | +13.3% | +18.1% | -4.8% | +4.5% |
| YTD | +30.3% | +40.4% | -10.0% | +12.0% |
| 1Y | +36.9% | +34.0% | +2.9% | +19.3% |
| 3Y | +50.9% | +35.3% | +15.6% | +26.1% |
| 5Y | +37.9% | -5.1% | +43.0% | +26.6% |
| 10Y | +293.8% | +124.0% | +169.8% | +148.0% |
| All | +293.8% | +134.0% | +159.8% | +148.0% |
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