+52.6%
UNP vs CPNG
-75.9%
+128.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.2% |
| 7D | -5.3% | -7.4% | +2.1% | -4.9% |
| 30D | -1.5% | -4.4% | +2.9% | -1.3% |
| 3M | +10.3% | -7.5% | +17.8% | +10.5% |
| 6M | +9.7% | -19.9% | +29.6% | +10.6% |
| YTD | +27.1% | -35.2% | +62.3% | +29.8% |
| 1Y | +32.6% | -46.8% | +79.4% | +37.0% |
| 3Y | +40.0% | -20.2% | +60.1% | +39.6% |
| 5Y | +50.8% | -48.4% | +99.3% | +45.4% |
| All | +52.6% | -75.9% | +128.5% | +44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling