+9,151.9%
UNP vs CRH
+6,046.1%
+3,105.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -1.8% | -6.1% | +4.3% | -0.3% |
| 30D | -2.7% | -9.3% | +6.5% | -0.4% |
| 3M | +6.5% | -15.2% | +21.7% | +10.6% |
| 6M | +14.4% | -14.2% | +28.6% | +18.0% |
| YTD | +24.8% | -28.3% | +53.1% | +34.4% |
| 1Y | +34.4% | -21.8% | +56.2% | +41.3% |
| 3Y | +43.6% | +71.6% | -28.0% | +22.2% |
| 5Y | +53.2% | +96.6% | -43.4% | +24.4% |
| 10Y | +282.1% | +253.8% | +28.2% | +167.0% |
| All | +9,151.9% | +6,046.1% | +3,105.8% | +4,930.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling