+42.6%
UNP vs CPNG
-45.7%
+88.3%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.0% | -10.3% | +1.5% |
| 7D | +3.6% | +20.8% | -17.2% | +3.4% |
| 30D | +11.4% | +20.1% | -8.7% | +11.1% |
| 3M | +4.6% | +1.6% | +3.0% | +4.5% |
| 6M | +18.3% | -15.8% | +34.1% | +18.2% |
| YTD | +35.4% | -27.7% | +63.1% | +36.6% |
| 1Y | +42.6% | -46.9% | +89.5% | +51.2% |
| All | +42.6% | -45.7% | +88.3% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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