+53.5%
UNP vs CART
+39.2%
+14.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | +2.1% | +1.2% | +0.9% | +2.1% |
| 30D | +7.7% | +17.8% | -10.0% | +7.2% |
| 3M | +4.0% | +20.7% | -16.7% | +3.4% |
| 6M | +15.7% | +49.7% | -34.1% | +14.0% |
| YTD | +33.5% | +30.0% | +3.5% | +32.3% |
| 1Y | +38.9% | +48.4% | -9.4% | +36.5% |
| 3Y | +53.7% | +132.0% | -78.3% | +45.0% |
| All | +53.5% | +39.2% | +14.2% | +44.9% |
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