+35.6%
UNP vs CAPR
+142.6%
-107.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.7% | -7.3% | -2.7% |
| 7D | -4.6% | +41.1% | -45.6% | -4.9% |
| 30D | +5.6% | +11.1% | -5.5% | +5.5% |
| 3M | -1.3% | +115.3% | -116.6% | -2.2% |
| 6M | +9.2% | -73.8% | +83.1% | +9.8% |
| YTD | +27.3% | -68.8% | +96.2% | +27.7% |
| 1Y | +35.9% | +43.3% | -7.4% | +31.5% |
| 3Y | +45.5% | +214.7% | -169.2% | +32.7% |
| All | +35.6% | +142.6% | -107.0% | +25.4% |
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