+284.1%
UNP vs CPB
-40.9%
+325.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.4% |
| 7D | -0.9% | +2.9% | -3.8% | -1.4% |
| 30D | +8.0% | +17.6% | -9.6% | +5.4% |
| 3M | +3.3% | +2.0% | +1.3% | +2.8% |
| 6M | +14.7% | +11.6% | +3.1% | +12.4% |
| YTD | +31.9% | -13.8% | +45.7% | +33.9% |
| 1Y | +37.1% | -21.6% | +58.7% | +41.0% |
| 3Y | +51.9% | -35.8% | +87.7% | +60.0% |
| 5Y | +39.3% | -33.3% | +72.6% | +45.8% |
| 10Y | +284.1% | -39.4% | +323.5% | +292.9% |
| All | +284.1% | -40.9% | +325.0% | +292.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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