+183.3%
CAT vs UNP
+35.3%
+147.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +2.3% |
| 7D | -10.3% | -4.6% | -5.7% | -8.0% |
| 30D | -31.2% | +5.6% | -36.8% | -33.5% |
| 3M | -34.7% | -1.3% | -33.3% | -34.5% |
| 6M | -39.5% | +9.2% | -48.7% | -43.2% |
| YTD | -1.7% | +27.3% | -29.0% | -15.8% |
| 1Y | -1.1% | +35.9% | -37.0% | -18.7% |
| 3Y | +143.9% | +45.5% | +98.4% | +91.3% |
| All | +183.3% | +35.3% | +147.9% | +118.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling