+277.6%
UNP vs CRS
+1,392.1%
-1,114.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | -1.8% | -6.8% | +5.0% | -0.3% |
| 30D | -2.7% | -16.1% | +13.4% | +1.0% |
| 3M | +6.5% | -21.2% | +27.7% | +11.7% |
| 6M | +14.4% | +8.7% | +5.7% | +10.7% |
| YTD | +24.8% | +41.0% | -16.2% | +13.2% |
| 1Y | +34.4% | +82.7% | -48.2% | +13.2% |
| 3Y | +43.6% | +604.8% | -561.2% | -18.3% |
| 5Y | +53.2% | +1,384.7% | -1,331.5% | -32.5% |
| All | +277.6% | +1,392.1% | -1,114.4% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling