+32.3%
UNP vs CAI
-11.0%
+43.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -1.2% | -5.1% | +3.9% | -1.1% |
| 30D | -2.0% | +3.9% | -5.9% | -2.0% |
| 3M | +7.5% | +40.1% | -32.6% | +7.3% |
| 6M | +15.3% | +29.7% | -14.3% | +15.0% |
| YTD | +25.4% | -10.9% | +36.3% | +25.5% |
| 1Y | +35.6% | -28.0% | +63.6% | +36.4% |
| All | +32.3% | -11.0% | +43.2% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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