+395.9%
UNP vs CNH
+64.7%
+331.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.9% | -1.1% |
| 7D | -5.3% | +23.3% | -28.6% | -11.9% |
| 30D | -1.5% | +33.5% | -35.0% | -11.0% |
| 3M | +10.3% | +32.7% | -22.5% | -0.7% |
| 6M | +9.7% | +22.2% | -12.5% | +0.8% |
| YTD | +27.1% | +57.7% | -30.6% | +6.9% |
| 1Y | +32.6% | +28.0% | +4.6% | +19.1% |
| 3Y | +40.0% | +11.5% | +28.5% | +27.8% |
| 5Y | +50.8% | +11.9% | +39.0% | +32.7% |
| 10Y | +278.6% | +162.8% | +115.8% | +134.5% |
| All | +395.9% | +64.7% | +331.2% | +216.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling