+271.8%
UNP vs CAPR
-77.1%
+349.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | -0.4% |
| 7D | -0.7% | -9.5% | +8.7% | -0.6% |
| 30D | -1.1% | +121.5% | -122.7% | -2.1% |
| 3M | +7.9% | -65.4% | +73.2% | +8.3% |
| 6M | +14.6% | -67.5% | +82.2% | +15.1% |
| YTD | +26.6% | -68.6% | +95.2% | +27.0% |
| 1Y | +35.6% | +42.7% | -7.1% | +30.7% |
| 3Y | +45.5% | +43.4% | +2.1% | +37.8% |
| 5Y | +50.0% | +86.0% | -36.0% | +40.7% |
| 10Y | +271.8% | -77.4% | +349.2% | +251.1% |
| All | +271.8% | -77.1% | +349.0% | +251.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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