+37.2%
UNP vs CSGP
-55.2%
+92.4%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -2.1% | -7.1% | +5.0% | -1.7% |
| 30D | +7.3% | +3.6% | +3.7% | +7.3% |
| 3M | +3.6% | -2.7% | +6.4% | +3.7% |
| 6M | +15.8% | -8.0% | +23.9% | +16.1% |
| YTD | +32.6% | -55.0% | +87.6% | +38.4% |
| 1Y | +37.2% | -55.8% | +93.0% | +43.6% |
| All | +37.2% | -55.2% | +92.4% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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