+35.6%
UNP vs COR
+8.7%
+26.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | -1.2% | -4.8% | +3.7% | -1.1% |
| 30D | -2.0% | -3.7% | +1.7% | -1.8% |
| 3M | +7.5% | +14.3% | -6.8% | +7.1% |
| 6M | +15.3% | -8.5% | +23.8% | +15.2% |
| YTD | +25.4% | -4.4% | +29.8% | +24.7% |
| 1Y | +35.6% | +9.1% | +26.5% | +34.7% |
| All | +35.6% | +8.7% | +26.9% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling