+4,638.3%
UNP vs CSGP
+3,461.1%
+1,177.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.1% |
| 7D | -1.3% | +13.9% | -15.2% | -3.6% |
| 30D | +7.7% | +16.0% | -8.3% | +4.5% |
| 3M | +1.3% | +6.1% | -4.8% | -0.5% |
| 6M | +14.0% | -8.2% | +22.1% | +14.3% |
| YTD | +30.8% | -52.3% | +83.1% | +45.9% |
| 1Y | +40.0% | -54.5% | +94.5% | +57.3% |
| 3Y | +50.1% | -58.6% | +108.6% | +69.4% |
| 5Y | +39.6% | -61.5% | +101.1% | +56.8% |
| 10Y | +318.1% | +74.7% | +243.5% | +260.1% |
| All | +4,638.3% | +3,461.1% | +1,177.2% | +2,552.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling