+271.8%
UNP vs CPRT
+411.2%
-139.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.9% |
| 7D | -0.7% | +0.4% | -1.1% | -1.0% |
| 30D | -1.1% | +9.9% | -11.1% | -5.1% |
| 3M | +7.9% | +5.6% | +2.2% | +4.5% |
| 6M | +14.6% | -13.6% | +28.3% | +20.2% |
| YTD | +26.6% | -16.7% | +43.3% | +34.2% |
| 1Y | +35.6% | -33.1% | +68.7% | +57.1% |
| 3Y | +45.5% | -27.1% | +72.5% | +58.7% |
| 5Y | +50.0% | -9.9% | +59.9% | +44.6% |
| 10Y | +271.8% | +415.3% | -143.5% | +62.5% |
| All | +271.8% | +411.2% | -139.3% | +62.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling