+278.9%
UNP vs CAG
-37.3%
+316.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | +4.2% | -3.3% | +7.6% | +4.9% |
| 30D | +5.6% | +7.7% | -2.1% | +3.9% |
| 3M | +2.0% | -3.2% | +5.2% | +2.4% |
| 6M | +15.4% | +7.0% | +8.4% | +13.1% |
| YTD | +32.7% | -9.0% | +41.7% | +34.1% |
| 1Y | +39.4% | -9.6% | +49.0% | +41.1% |
| 3Y | +54.3% | -36.0% | +90.3% | +66.3% |
| 5Y | +39.6% | -40.9% | +80.5% | +52.5% |
| All | +278.9% | -37.3% | +316.1% | +313.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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