+96.3%
CAT vs UNP
+34.3%
+62.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.2% |
| 7D | +5.6% | -0.7% | +6.3% | +5.9% |
| 30D | -2.3% | -1.1% | -1.2% | -1.9% |
| 3M | -10.0% | +7.9% | -17.9% | -13.2% |
| 6M | +21.2% | +14.6% | +6.6% | +12.9% |
| YTD | +44.4% | +26.6% | +17.9% | +29.8% |
| 1Y | +96.3% | +35.6% | +60.7% | +78.6% |
| All | +96.3% | +34.3% | +62.0% | +78.6% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling