+38.9%
UNP vs CPB
-25.8%
+64.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | +2.1% | -5.8% | +7.9% | +3.1% |
| 30D | +7.7% | +16.5% | -8.7% | +5.2% |
| 3M | +4.0% | -1.1% | +5.1% | +3.5% |
| 6M | +15.7% | +11.5% | +4.2% | +13.0% |
| YTD | +33.5% | -15.7% | +49.2% | +35.4% |
| 1Y | +38.9% | -24.7% | +63.6% | +44.9% |
| All | +38.9% | -25.8% | +64.8% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling