+34.4%
UNP vs CNI
+33.8%
+0.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.0% |
| 7D | -1.8% | -0.4% | -1.4% | -1.6% |
| 30D | -2.7% | -2.7% | 0.0% | -1.1% |
| 3M | +6.5% | +3.9% | +2.6% | +4.3% |
| 6M | +14.4% | +16.4% | -2.0% | +5.2% |
| YTD | +24.8% | +25.8% | -1.0% | +10.5% |
| 1Y | +34.4% | +32.4% | +2.0% | +17.9% |
| All | +34.4% | +33.8% | +0.6% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling