+1,110.7%
CAT vs UNP
+277.0%
+833.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.6% |
| 7D | +1.7% | -5.3% | +7.1% | +5.5% |
| 30D | -6.6% | -1.5% | -5.0% | -5.6% |
| 3M | -13.3% | +10.3% | -23.5% | -19.3% |
| 6M | +11.6% | +9.7% | +2.0% | +4.0% |
| YTD | +42.9% | +27.1% | +15.9% | +20.4% |
| 1Y | +95.4% | +32.6% | +62.9% | +59.4% |
| 3Y | +196.6% | +40.0% | +156.6% | +130.3% |
| 5Y | +321.7% | +50.8% | +270.8% | +202.4% |
| All | +1,110.7% | +277.0% | +833.7% | +357.4% |
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