+40.2%
UNP vs CP
+25.5%
+14.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | +4.2% | +2.1% | +2.1% | +2.9% |
| 30D | +5.6% | +9.3% | -3.7% | +0.2% |
| 3M | +2.0% | +0.5% | +1.6% | +1.7% |
| 6M | +15.4% | +10.4% | +5.0% | +8.8% |
| YTD | +32.7% | +28.7% | +4.0% | +14.4% |
| 1Y | +39.4% | +33.2% | +6.3% | +17.8% |
| 3Y | +54.3% | +38.4% | +15.9% | +23.5% |
| All | +40.2% | +25.5% | +14.7% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling