+54.0%
UNP vs CPAY
+53.2%
+0.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -1.2% | -2.7% | +1.5% | -0.4% |
| 30D | -2.0% | +0.6% | -2.5% | -2.2% |
| 3M | +7.5% | +17.0% | -9.5% | +2.3% |
| 6M | +15.3% | +24.1% | -8.8% | +7.0% |
| YTD | +25.4% | +35.7% | -10.3% | +11.9% |
| 1Y | +35.6% | +34.0% | +1.6% | +21.0% |
| 3Y | +44.1% | +50.3% | -6.1% | +20.9% |
| 5Y | +54.0% | +56.7% | -2.7% | +20.4% |
| All | +54.0% | +53.2% | +0.8% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling