+51.9%
UNP vs CRL
+102.9%
-51.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.4% |
| 7D | -0.9% | -1.7% | +0.8% | -0.8% |
| 30D | +8.0% | +14.6% | -6.6% | +6.1% |
| 3M | +3.3% | +24.8% | -21.5% | +0.4% |
| 6M | +14.7% | +94.7% | -80.0% | +5.6% |
| YTD | +31.9% | +73.4% | -41.4% | +22.5% |
| 1Y | +37.1% | +104.7% | -67.5% | +23.9% |
| 3Y | +51.9% | +101.1% | -49.2% | +23.7% |
| All | +51.9% | +102.9% | -51.1% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 3y: compounded portfolio wealth divided by compounded CRL 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…
3y analysis · Full analysis span regression · 6 months rolling