+54.0%
UNP vs CRH
+93.9%
-39.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | -1.8% | -6.1% | +4.3% | 0.0% |
| 30D | -2.7% | -9.3% | +6.5% | 0.0% |
| 3M | +6.5% | -15.2% | +21.7% | +11.3% |
| 6M | +14.4% | -14.2% | +28.6% | +18.6% |
| YTD | +24.8% | -28.3% | +53.1% | +36.3% |
| 1Y | +34.4% | -21.8% | +56.2% | +42.5% |
| 3Y | +43.6% | +71.6% | -28.0% | +14.0% |
| All | +54.0% | +93.9% | -39.9% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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