+43.4%
UNP vs CP
+17.1%
+26.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | -5.3% | -2.7% | -2.7% | -4.0% |
| 30D | -1.5% | +0.2% | -1.7% | -1.7% |
| 3M | +10.3% | +2.6% | +7.7% | +8.7% |
| 6M | +9.7% | +6.0% | +3.7% | +6.1% |
| YTD | +27.1% | +24.9% | +2.2% | +13.1% |
| 1Y | +32.6% | +20.1% | +12.5% | +20.0% |
| All | +43.4% | +17.1% | +26.4% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling