+284.7%
UNP vs CPRT
+391.4%
-106.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.0% |
| 7D | -4.6% | +6.0% | -10.6% | -6.7% |
| 30D | +5.6% | +20.0% | -14.4% | -1.6% |
| 3M | -1.3% | +10.1% | -11.4% | -5.8% |
| 6M | +9.2% | -4.3% | +13.6% | +9.4% |
| YTD | +27.3% | -18.4% | +45.7% | +35.4% |
| 1Y | +35.9% | -20.1% | +56.0% | +45.7% |
| 3Y | +45.5% | -30.4% | +75.9% | +61.4% |
| 5Y | +36.0% | -17.0% | +53.0% | +35.9% |
| All | +284.7% | +391.4% | -106.7% | +81.5% |
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