+52.2%
UNP vs CAPR
+84.7%
-32.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | -5.3% | -2.0% | -3.4% | -5.3% |
| 30D | -1.5% | +139.2% | -140.7% | -2.4% |
| 3M | +10.3% | -66.4% | +76.6% | +10.7% |
| 6M | +9.7% | -63.1% | +72.8% | +9.9% |
| YTD | +27.1% | -67.4% | +94.5% | +27.5% |
| 1Y | +32.6% | +58.2% | -25.7% | +28.0% |
| 3Y | +40.0% | +42.2% | -2.2% | +30.4% |
| All | +52.2% | +84.7% | -32.5% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling