+9,562.1%
UNP vs CP
+7,892.9%
+1,669.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.3% | +1.3% |
| 7D | -3.3% | +2.8% | -6.0% | -4.6% |
| 30D | +6.7% | +11.3% | -4.6% | +1.1% |
| 3M | +1.8% | +2.9% | -1.1% | +0.3% |
| 6M | +13.3% | +9.8% | +3.6% | +8.1% |
| YTD | +30.3% | +28.5% | +1.8% | +14.7% |
| 1Y | +36.9% | +33.5% | +3.4% | +18.2% |
| 3Y | +50.9% | +31.9% | +19.0% | +29.0% |
| 5Y | +37.9% | +25.5% | +12.4% | +20.1% |
| 10Y | +293.8% | +257.6% | +36.2% | +106.4% |
| All | +9,562.1% | +7,892.9% | +1,669.2% | +1,509.4% |
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