+271.8%
UNP vs CP
+219.6%
+52.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | -0.7% | +2.4% | -3.2% | -2.3% |
| 30D | -1.1% | -0.5% | -0.6% | -0.8% |
| 3M | +7.9% | +1.4% | +6.4% | +6.7% |
| 6M | +14.6% | +10.3% | +4.3% | +7.1% |
| YTD | +26.6% | +24.3% | +2.3% | +9.1% |
| 1Y | +35.6% | +20.4% | +15.1% | +18.9% |
| 3Y | +45.5% | +21.8% | +23.7% | +23.3% |
| 5Y | +50.0% | +31.5% | +18.5% | +17.9% |
| 10Y | +271.8% | +223.2% | +48.6% | +53.5% |
| All | +271.8% | +219.6% | +52.2% | +53.5% |
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