+47.5%
UNP vs CPRT
-31.8%
+79.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.3% |
| 7D | -4.6% | +6.0% | -10.6% | -5.8% |
| 30D | +5.6% | +20.0% | -14.4% | +1.5% |
| 3M | -1.3% | +10.1% | -11.4% | -3.8% |
| 6M | +9.2% | -4.3% | +13.6% | +9.9% |
| YTD | +27.3% | -18.4% | +45.7% | +33.6% |
| 1Y | +35.9% | -20.1% | +56.0% | +43.4% |
| All | +47.5% | -31.8% | +79.3% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling