+52.2%
UNP vs CSGP
-64.7%
+116.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.5% |
| 7D | -5.3% | -4.1% | -1.3% | -4.8% |
| 30D | -1.5% | +2.3% | -3.9% | -2.1% |
| 3M | +10.3% | -8.2% | +18.4% | +11.3% |
| 6M | +9.7% | -35.1% | +44.7% | +17.1% |
| YTD | +27.1% | -54.0% | +81.1% | +43.6% |
| 1Y | +32.6% | -65.3% | +97.9% | +58.1% |
| 3Y | +40.0% | -62.6% | +102.6% | +61.8% |
| All | +52.2% | -64.7% | +116.9% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling