+287.5%
UNP vs CNP
+134.3%
+153.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.9% |
| 7D | -0.7% | +1.6% | -2.4% | -1.4% |
| 30D | -1.1% | -0.8% | -0.4% | -0.9% |
| 3M | +7.9% | -3.6% | +11.4% | +9.3% |
| 6M | +14.6% | -6.9% | +21.6% | +17.8% |
| YTD | +26.6% | +6.4% | +20.2% | +23.1% |
| 1Y | +35.6% | +9.9% | +25.6% | +29.9% |
| 3Y | +45.5% | +53.1% | -7.6% | +19.5% |
| 5Y | +50.0% | +72.0% | -22.0% | +16.6% |
| All | +287.5% | +134.3% | +153.2% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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