+277.6%
UNP vs CPAY
+155.2%
+122.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -1.8% | -2.0% | +0.2% | -1.1% |
| 30D | -2.7% | -0.4% | -2.4% | -2.7% |
| 3M | +6.5% | +16.4% | -9.9% | +0.7% |
| 6M | +14.4% | +23.5% | -9.1% | +4.9% |
| YTD | +24.8% | +35.7% | -10.8% | +9.6% |
| 1Y | +34.4% | +30.2% | +4.2% | +19.3% |
| 3Y | +43.6% | +49.7% | -6.1% | +17.9% |
| 5Y | +53.2% | +56.6% | -3.3% | +20.2% |
| All | +277.6% | +155.2% | +122.5% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling