+787.7%
UNP vs CPAY
+1,528.2%
-740.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.4% |
| 7D | -0.7% | +0.6% | -1.3% | -1.0% |
| 30D | -1.1% | +3.6% | -4.7% | -2.5% |
| 3M | +7.9% | +16.6% | -8.8% | +1.8% |
| 6M | +14.6% | +29.5% | -14.8% | +3.2% |
| YTD | +26.6% | +35.3% | -8.7% | +11.1% |
| 1Y | +35.6% | +30.6% | +4.9% | +19.9% |
| 3Y | +45.5% | +49.7% | -4.2% | +19.4% |
| 5Y | +50.0% | +54.4% | -4.4% | +18.5% |
| 10Y | +271.8% | +142.8% | +129.0% | +139.8% |
| All | +787.7% | +1,528.2% | -740.5% | +200.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling