+40.0%
UNP vs CAI
-14.7%
+54.6%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.3% | -0.5% |
| 7D | +4.2% | -8.7% | +12.9% | +4.4% |
| 30D | +5.6% | -23.8% | +29.4% | +6.2% |
| 3M | +2.0% | +3.9% | -1.8% | +2.3% |
| 6M | +15.4% | +56.8% | -41.4% | +15.2% |
| YTD | +32.7% | -14.6% | +47.3% | +33.2% |
| 1Y | +39.4% | -5.2% | +44.6% | +39.4% |
| All | +40.0% | -14.7% | +54.6% | +41.2% |
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