+169.8%
UNP vs CARR
+425.9%
-256.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.8% |
| 7D | -1.7% | +0.6% | -2.4% | -1.9% |
| 30D | -2.1% | -8.7% | +6.5% | +0.2% |
| 3M | +5.4% | -18.4% | +23.8% | +10.8% |
| 6M | +13.4% | -0.6% | +14.0% | +12.4% |
| YTD | +25.0% | +10.9% | +14.0% | +20.1% |
| 1Y | +34.6% | -7.3% | +41.9% | +35.3% |
| 3Y | +43.6% | +2.9% | +40.7% | +38.4% |
| 5Y | +51.7% | +9.6% | +42.1% | +39.2% |
| All | +169.8% | +425.9% | -256.1% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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