+52.4%
UNP vs CART
+40.2%
+12.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | -2.1% | -0.6% | -1.5% | -2.1% |
| 30D | +7.3% | +23.1% | -15.8% | +6.6% |
| 3M | +3.6% | +19.2% | -15.6% | +3.1% |
| 6M | +15.8% | +45.7% | -29.8% | +14.3% |
| YTD | +32.6% | +30.9% | +1.7% | +31.4% |
| 1Y | +37.2% | +50.2% | -13.0% | +34.7% |
| 3Y | +52.6% | +133.5% | -80.9% | +44.0% |
| All | +52.4% | +40.2% | +12.2% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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