+34.4%
UNP vs CRS
+79.6%
-45.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | -1.8% | -6.8% | +5.0% | -1.6% |
| 30D | -2.7% | -16.1% | +13.4% | -2.1% |
| 3M | +6.5% | -21.2% | +27.7% | +7.4% |
| 6M | +14.4% | +8.7% | +5.7% | +13.8% |
| YTD | +24.8% | +41.0% | -16.2% | +24.7% |
| 1Y | +34.4% | +82.7% | -48.2% | +36.4% |
| All | +34.4% | +79.6% | -45.2% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling