+95.4%
CAT vs UNP
+32.8%
+62.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +1.7% | -5.3% | +7.1% | +4.0% |
| 30D | -6.6% | -1.5% | -5.0% | -6.0% |
| 3M | -13.3% | +10.3% | -23.5% | -17.3% |
| 6M | +11.6% | +9.7% | +2.0% | +5.9% |
| YTD | +42.9% | +27.1% | +15.9% | +28.4% |
| 1Y | +95.4% | +32.6% | +62.9% | +78.9% |
| All | +95.4% | +32.8% | +62.6% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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