+5,070.8%
UNP vs CRL
+1,657.4%
+3,413.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -2.1% | +5.0% | -7.1% | -3.3% |
| 30D | +7.3% | +13.5% | -6.2% | +3.7% |
| 3M | +3.6% | +21.5% | -17.9% | -1.6% |
| 6M | +15.8% | +103.4% | -87.6% | -2.9% |
| YTD | +32.6% | +71.8% | -39.2% | +14.0% |
| 1Y | +37.2% | +97.5% | -60.3% | +14.0% |
| 3Y | +52.6% | +99.2% | -46.6% | +20.5% |
| 5Y | +40.6% | -12.1% | +52.7% | +31.7% |
| 10Y | +288.4% | +359.2% | -70.8% | +137.6% |
| All | +5,070.8% | +1,657.4% | +3,413.4% | +2,692.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling