+25,808.1%
CAT vs UNP
+9,690.0%
+16,118.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.6% |
| 7D | +1.7% | -5.3% | +7.1% | +4.9% |
| 30D | -6.6% | -1.5% | -5.0% | -5.8% |
| 3M | -13.3% | +10.3% | -23.5% | -18.4% |
| 6M | +11.6% | +9.7% | +2.0% | +5.3% |
| YTD | +42.9% | +27.1% | +15.9% | +23.9% |
| 1Y | +95.4% | +32.6% | +62.9% | +64.9% |
| 3Y | +196.6% | +40.0% | +156.6% | +141.2% |
| 5Y | +321.7% | +50.8% | +270.8% | +223.7% |
| 10Y | +1,140.8% | +278.6% | +862.2% | +470.9% |
| All | +25,808.1% | +9,690.0% | +16,118.1% | +2,430.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling