+695.3%
CAT vs UNP
+288.6%
+406.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.2% |
| 7D | +9.3% | +2.1% | +7.2% | +7.9% |
| 30D | -21.5% | +7.7% | -29.2% | -25.5% |
| 3M | -29.1% | +4.0% | -33.1% | -31.3% |
| 6M | -33.4% | +15.7% | -49.0% | -40.3% |
| YTD | +6.6% | +33.5% | -26.9% | -13.5% |
| 1Y | +6.5% | +38.9% | -32.4% | -15.9% |
| 3Y | +162.7% | +53.7% | +109.0% | +90.9% |
| 5Y | +214.2% | +40.4% | +173.8% | +137.3% |
| All | +695.3% | +288.6% | +406.8% | +205.0% |
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