+32.6%
UNP vs CPRT
-31.2%
+63.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | -5.3% | +2.2% | -7.6% | -5.5% |
| 30D | -1.5% | +16.6% | -18.2% | -3.1% |
| 3M | +10.3% | +9.6% | +0.7% | +9.3% |
| 6M | +9.7% | -11.1% | +20.8% | +12.5% |
| YTD | +27.1% | -13.9% | +41.0% | +30.8% |
| 1Y | +32.6% | -32.5% | +65.1% | +37.7% |
| All | +32.6% | -31.2% | +63.8% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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