+9,738.8%
UNP vs CAH
+17,199.1%
-7,460.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.8% |
| 7D | +4.2% | +3.5% | +0.8% | +3.4% |
| 30D | +5.6% | +13.5% | -7.9% | +2.4% |
| 3M | +2.0% | +21.8% | -19.8% | -2.9% |
| 6M | +15.4% | +51.5% | -36.1% | +4.1% |
| YTD | +32.7% | +38.1% | -5.4% | +21.8% |
| 1Y | +39.4% | +37.7% | +1.7% | +28.0% |
| 3Y | +54.3% | +179.6% | -125.3% | +17.5% |
| 5Y | +39.6% | +504.9% | -465.3% | -13.1% |
| 10Y | +288.9% | +418.6% | -129.7% | +140.4% |
| All | +9,738.8% | +17,199.1% | -7,460.3% | +3,270.9% |
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