+35.6%
UNP vs CPRT
-33.0%
+68.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.1% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | -1.1% | +9.9% | -11.1% | -2.1% |
| 3M | +7.9% | +5.6% | +2.2% | +7.3% |
| 6M | +14.6% | -13.6% | +28.3% | +17.8% |
| YTD | +26.6% | -16.7% | +43.3% | +30.7% |
| 1Y | +35.6% | -33.1% | +68.7% | +40.5% |
| All | +35.6% | -33.0% | +68.6% | +40.5% |
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 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