+46.9%
UNP vs CNH
+12.3%
+34.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.9% | -0.7% |
| 7D | -5.3% | +23.3% | -28.6% | -9.9% |
| 30D | -1.5% | +33.5% | -35.0% | -8.2% |
| 3M | +10.3% | +32.7% | -22.5% | +2.5% |
| 6M | +9.7% | +22.2% | -12.5% | +3.7% |
| YTD | +27.1% | +57.7% | -30.6% | +12.4% |
| 1Y | +32.6% | +28.0% | +4.6% | +23.3% |
| All | +46.9% | +12.3% | +34.6% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling