+9,321.7%
UNP vs CRS
+10,171.0%
-849.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | -5.3% | -0.2% | -5.1% | -5.3% |
| 30D | -1.5% | -16.6% | +15.1% | +2.9% |
| 3M | +10.3% | -3.5% | +13.7% | +10.4% |
| 6M | +9.7% | +15.4% | -5.8% | +4.1% |
| YTD | +27.1% | +51.2% | -24.1% | +11.8% |
| 1Y | +32.6% | +98.3% | -65.7% | +7.1% |
| 3Y | +40.0% | +651.5% | -611.6% | -24.8% |
| 5Y | +50.8% | +1,411.1% | -1,360.3% | -36.5% |
| 10Y | +278.6% | +1,424.3% | -1,145.7% | +39.3% |
| All | +9,321.7% | +10,171.0% | -849.3% | +1,841.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling