+9,321.7%
UNP vs CAH
+15,076.3%
-5,754.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | -5.3% | +5.4% | -10.7% | -6.6% |
| 30D | -1.5% | +3.3% | -4.9% | -2.4% |
| 3M | +10.3% | +22.8% | -12.5% | +4.7% |
| 6M | +9.7% | +11.3% | -1.6% | +6.5% |
| YTD | +27.1% | +21.1% | +6.0% | +20.6% |
| 1Y | +32.6% | +67.2% | -34.7% | +15.7% |
| 3Y | +40.0% | +195.6% | -155.6% | +5.0% |
| 5Y | +50.8% | +413.8% | -363.0% | -2.3% |
| 10Y | +278.6% | +309.6% | -30.9% | +147.2% |
| All | +9,321.7% | +15,076.3% | -5,754.6% | +3,236.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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