+54.0%
UNP vs CPNG
-51.9%
+105.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | -1.2% | -5.4% | +4.3% | -0.8% |
| 30D | -2.0% | -11.1% | +9.1% | -1.2% |
| 3M | +7.5% | -3.0% | +10.5% | +7.4% |
| 6M | +15.3% | -23.5% | +38.9% | +16.8% |
| YTD | +25.4% | -37.8% | +63.2% | +28.8% |
| 1Y | +35.6% | -54.3% | +89.9% | +42.6% |
| 3Y | +44.1% | -20.8% | +64.9% | +43.6% |
| 5Y | +54.0% | -51.1% | +105.0% | +47.5% |
| All | +54.0% | -51.9% | +105.9% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling