+49.8%
UNP vs CPNG
-76.2%
+126.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.7% |
| 7D | -1.8% | -1.1% | -0.7% | -1.7% |
| 30D | -2.7% | -7.4% | +4.6% | -2.3% |
| 3M | +6.5% | -12.3% | +18.8% | +7.2% |
| 6M | +14.4% | -19.4% | +33.8% | +15.3% |
| YTD | +24.8% | -35.9% | +60.7% | +27.5% |
| 1Y | +34.4% | -53.4% | +87.8% | +40.2% |
| 3Y | +43.6% | -20.0% | +63.6% | +43.1% |
| 5Y | +53.2% | -49.6% | +102.8% | +47.8% |
| All | +49.8% | -76.2% | +126.0% | +42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling