+50.0%
UNP vs CPB
-38.5%
+88.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.7% |
| 7D | -0.7% | -8.2% | +7.5% | +0.8% |
| 30D | -1.1% | -5.6% | +4.5% | -0.2% |
| 3M | +7.9% | +3.0% | +4.9% | +6.8% |
| 6M | +14.6% | -12.7% | +27.3% | +17.1% |
| YTD | +26.6% | -18.0% | +44.6% | +30.7% |
| 1Y | +35.6% | -31.7% | +67.3% | +45.2% |
| 3Y | +45.5% | -41.0% | +86.4% | +59.3% |
| 5Y | +50.0% | -38.4% | +88.4% | +61.3% |
| All | +50.0% | -38.5% | +88.5% | +61.3% |
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