+50.0%
UNP vs CRL
-37.4%
+87.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | 0.0% |
| 7D | -0.7% | -0.6% | -0.2% | -0.7% |
| 30D | -1.1% | +5.0% | -6.1% | -1.9% |
| 3M | +7.9% | +50.6% | -42.7% | +1.4% |
| 6M | +14.6% | +60.9% | -46.3% | +5.9% |
| YTD | +26.6% | +40.7% | -14.2% | +19.1% |
| 1Y | +35.6% | +73.3% | -37.7% | +22.5% |
| 3Y | +45.5% | +40.6% | +4.9% | +32.4% |
| 5Y | +50.0% | -37.0% | +87.0% | +48.0% |
| All | +50.0% | -37.4% | +87.4% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling