+35.6%
UNP vs CNH
-14.7%
+50.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -3.3% |
| 7D | -4.6% | -1.7% | -2.9% | -4.2% |
| 30D | +5.6% | -7.2% | +12.9% | +7.4% |
| 3M | -1.3% | +6.5% | -7.9% | -3.9% |
| 6M | +9.2% | +7.9% | +1.4% | +5.3% |
| YTD | +27.3% | +26.6% | +0.7% | +16.7% |
| 1Y | +35.9% | +13.8% | +22.2% | +28.0% |
| 3Y | +45.5% | +9.2% | +36.3% | +35.4% |
| All | +35.6% | -14.7% | +50.3% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling