+35.6%
UNP vs CP
+24.4%
+11.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.6% |
| 7D | -4.6% | +2.8% | -7.3% | -6.1% |
| 30D | +5.6% | +10.2% | -4.6% | -0.2% |
| 3M | -1.3% | +2.4% | -3.7% | -2.7% |
| 6M | +9.2% | +7.7% | +1.6% | +4.5% |
| YTD | +27.3% | +26.0% | +1.3% | +11.1% |
| 1Y | +35.9% | +34.6% | +1.3% | +14.2% |
| 3Y | +45.5% | +26.7% | +18.8% | +23.0% |
| All | +35.6% | +24.4% | +11.3% | +14.7% |
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