+45.5%
UNP vs CSGP
-60.4%
+105.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.7% | +2.1% | -2.0% |
| 7D | -4.6% | +1.3% | -5.8% | -4.7% |
| 30D | +5.6% | +10.7% | -5.1% | +4.2% |
| 3M | -1.3% | +3.3% | -4.6% | -2.1% |
| 6M | +9.2% | -10.3% | +19.6% | +10.1% |
| YTD | +27.3% | -54.6% | +81.9% | +42.1% |
| 1Y | +35.9% | -54.6% | +90.6% | +51.6% |
| 3Y | +45.5% | -60.3% | +105.8% | +59.4% |
| All | +45.5% | -60.4% | +105.9% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling