+50.0%
UNP vs COR
+180.8%
-130.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.1% |
| 7D | -0.7% | -1.9% | +1.2% | -0.5% |
| 30D | -1.1% | +1.5% | -2.7% | -1.4% |
| 3M | +7.9% | +18.7% | -10.8% | +5.1% |
| 6M | +14.6% | -9.0% | +23.7% | +16.1% |
| YTD | +26.6% | -3.3% | +29.9% | +26.4% |
| 1Y | +35.6% | +9.8% | +25.7% | +31.6% |
| 3Y | +45.5% | +87.4% | -41.9% | +21.7% |
| 5Y | +50.0% | +180.5% | -130.5% | +7.0% |
| All | +50.0% | +180.8% | -130.8% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling