+54.3%
UNP vs CAPR
+239.1%
-184.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.4% | -0.5% |
| 7D | +4.2% | +5.9% | -1.7% | +4.1% |
| 30D | +5.6% | +44.6% | -39.0% | +5.2% |
| 3M | +2.0% | +126.4% | -124.3% | +1.2% |
| 6M | +15.4% | -68.6% | +84.0% | +15.7% |
| YTD | +32.7% | -67.0% | +99.7% | +32.9% |
| 1Y | +39.4% | +65.2% | -25.7% | +35.0% |
| 3Y | +54.3% | +235.6% | -181.3% | +39.7% |
| All | +54.3% | +239.1% | -184.8% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling