+50.9%
UNP vs COR
+80.2%
-29.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +2.1% |
| 7D | -3.3% | +2.3% | -5.6% | -3.4% |
| 30D | +6.7% | +6.8% | -0.1% | +6.3% |
| 3M | +1.8% | +8.1% | -6.3% | +1.3% |
| 6M | +13.3% | +33.0% | -19.7% | +11.3% |
| YTD | +30.3% | +3.0% | +27.4% | +29.6% |
| 1Y | +36.9% | -3.4% | +40.3% | +37.0% |
| 3Y | +50.9% | +80.1% | -29.2% | +44.4% |
| All | +50.9% | +80.2% | -29.3% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling