+9,321.7%
UNP vs CP
+7,669.4%
+1,652.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.8% |
| 6M | +9.7% | +6.0% | +3.7% | +6.4% |
| YTD | +27.1% | +24.9% | +2.2% | +13.4% |
| 1Y | +32.6% | +20.1% | +12.5% | +20.5% |
| 3Y | +40.0% | +16.4% | +23.6% | +27.4% |
| 5Y | +50.8% | +31.7% | +19.1% | +28.2% |
| 10Y | +278.6% | +223.9% | +54.8% | +108.1% |
| All | +9,321.7% | +7,669.4% | +1,652.3% | +1,491.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling