+46.4%
UNP vs CART
+38.4%
+8.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.6% |
| 7D | -4.6% | +3.0% | -7.5% | -4.6% |
| 30D | +5.6% | +28.6% | -22.9% | +4.8% |
| 3M | -1.3% | +29.1% | -30.4% | -2.1% |
| 6M | +9.2% | +44.7% | -35.5% | +7.8% |
| YTD | +27.3% | +29.2% | -1.9% | +26.2% |
| 1Y | +35.9% | +66.2% | -30.2% | +32.5% |
| 3Y | +45.5% | +112.8% | -67.4% | +37.3% |
| All | +46.4% | +38.4% | +8.0% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling