+35.6%
UNP vs CPB
-31.3%
+67.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.4% |
| 7D | -4.6% | +8.0% | -12.5% | -6.0% |
| 30D | +5.6% | +22.4% | -16.7% | +1.6% |
| 3M | -1.3% | +2.5% | -3.8% | -2.2% |
| 6M | +9.2% | +12.2% | -3.0% | +6.1% |
| YTD | +27.3% | -12.8% | +40.1% | +29.6% |
| 1Y | +35.9% | -19.2% | +55.1% | +40.4% |
| 3Y | +45.5% | -35.6% | +81.0% | +56.1% |
| All | +35.6% | -31.3% | +67.0% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling