+54.0%
UNP vs COPX
+167.3%
-113.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.0% | +7.4% | +1.6% |
| 7D | -1.2% | -2.9% | +1.7% | -0.7% |
| 30D | -2.0% | 0.0% | -2.0% | -2.1% |
| 3M | +7.5% | +14.8% | -7.3% | +4.3% |
| 6M | +15.3% | +7.0% | +8.3% | +12.2% |
| YTD | +25.4% | +23.8% | +1.6% | +17.0% |
| 1Y | +35.6% | +75.7% | -40.1% | +15.8% |
| 3Y | +44.1% | +156.4% | -112.2% | +8.1% |
| 5Y | +54.0% | +167.6% | -113.6% | +11.4% |
| All | +54.0% | +167.3% | -113.3% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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