+700.3%
CAT vs UNP
+287.8%
+412.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.6% |
| 7D | +1.7% | -2.1% | +3.8% | +3.2% |
| 30D | -24.6% | +7.3% | -31.9% | -28.2% |
| 3M | -28.5% | +3.6% | -32.1% | -30.5% |
| 6M | -34.8% | +15.8% | -50.7% | -41.7% |
| YTD | +5.9% | +32.6% | -26.7% | -13.6% |
| 1Y | +6.8% | +37.2% | -30.4% | -15.0% |
| 3Y | +161.1% | +52.6% | +108.5% | +90.6% |
| 5Y | +213.4% | +40.6% | +172.9% | +136.5% |
| 10Y | +700.3% | +288.4% | +411.9% | +203.5% |
| All | +700.3% | +287.8% | +412.6% | +203.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling