+3,441.7%
UNP vs CNI
+6,494.7%
-3,053.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -0.8% |
| 7D | -1.7% | +0.9% | -2.6% | -2.3% |
| 30D | -2.1% | -2.1% | 0.0% | -0.7% |
| 3M | +5.4% | +1.8% | +3.6% | +4.2% |
| 6M | +13.4% | +14.8% | -1.4% | +3.2% |
| YTD | +25.0% | +25.4% | -0.4% | +7.1% |
| 1Y | +34.6% | +32.9% | +1.6% | +10.5% |
| 3Y | +43.6% | +20.2% | +23.5% | +24.5% |
| 5Y | +51.7% | +12.2% | +39.6% | +35.9% |
| 10Y | +282.5% | +136.0% | +146.5% | +108.4% |
| All | +3,441.7% | +6,494.7% | -3,053.0% | +296.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling