+9,321.7%
UNP vs CPB
+325.7%
+8,996.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.9% |
| 7D | -5.3% | -8.6% | +3.2% | -3.5% |
| 30D | -1.5% | -7.2% | +5.7% | 0.0% |
| 3M | +10.3% | +0.9% | +9.4% | +9.5% |
| 6M | +9.7% | -11.8% | +21.5% | +12.0% |
| YTD | +27.1% | -19.4% | +46.5% | +32.3% |
| 1Y | +32.6% | -30.4% | +63.0% | +42.3% |
| 3Y | +40.0% | -40.2% | +80.1% | +53.9% |
| 5Y | +50.8% | -39.5% | +90.3% | +63.9% |
| 10Y | +278.6% | -47.4% | +326.0% | +308.6% |
| All | +9,321.7% | +325.7% | +8,996.0% | +5,942.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling