+282.5%
UNP vs COR
+399.7%
-117.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -1.7% | -3.9% | +2.2% | -0.7% |
| 30D | -2.1% | -0.3% | -1.8% | -2.2% |
| 3M | +5.4% | +15.9% | -10.4% | +1.1% |
| 6M | +13.4% | -10.3% | +23.6% | +15.8% |
| YTD | +25.0% | -3.7% | +28.7% | +24.6% |
| 1Y | +34.6% | +9.1% | +25.5% | +28.9% |
| 3Y | +43.6% | +86.6% | -42.9% | +14.6% |
| 5Y | +51.7% | +180.9% | -129.2% | +4.5% |
| 10Y | +282.5% | +407.4% | -124.9% | +116.2% |
| All | +282.5% | +399.7% | -117.2% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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