+33.5%
UNP vs CAI
-8.1%
+41.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | -1.1% | +9.1% | -10.3% | -1.2% |
| 3M | +7.9% | +53.8% | -45.9% | +7.5% |
| 6M | +14.6% | +33.5% | -18.9% | +14.2% |
| YTD | +26.6% | -8.0% | +34.6% | +26.6% |
| 1Y | +35.6% | -28.7% | +64.3% | +36.5% |
| All | +33.5% | -8.1% | +41.6% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling