+284.1%
UNP vs CP
+255.2%
+28.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | -0.9% | +2.8% | -3.7% | -2.7% |
| 30D | +8.0% | +11.0% | -3.0% | +0.7% |
| 3M | +3.3% | +3.8% | -0.5% | +0.7% |
| 6M | +14.7% | +9.5% | +5.2% | +7.8% |
| YTD | +31.9% | +28.2% | +3.7% | +11.4% |
| 1Y | +37.1% | +33.0% | +4.2% | +12.9% |
| 3Y | +51.9% | +35.5% | +16.3% | +19.7% |
| 5Y | +39.3% | +25.8% | +13.5% | +13.5% |
| 10Y | +284.1% | +250.7% | +33.4% | +56.3% |
| All | +284.1% | +255.2% | +28.9% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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