+39.3%
UNP vs CAG
-39.8%
+79.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -0.9% | +6.6% | -7.6% | -2.5% |
| 30D | +8.0% | +13.9% | -5.9% | +4.5% |
| 3M | +3.3% | +4.0% | -0.7% | +2.0% |
| 6M | +14.7% | +10.0% | +4.7% | +11.2% |
| YTD | +31.9% | -6.1% | +38.1% | +32.7% |
| 1Y | +37.1% | -4.3% | +41.4% | +37.2% |
| 3Y | +51.9% | -34.6% | +86.4% | +66.5% |
| 5Y | +39.3% | -39.4% | +78.8% | +56.7% |
| All | +39.3% | -39.8% | +79.1% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling