+52.6%
UNP vs CART
+40.2%
+12.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.6% |
| 7D | +4.2% | +1.3% | +2.9% | +4.2% |
| 30D | +5.6% | +19.2% | -13.6% | +5.0% |
| 3M | +2.0% | +17.6% | -15.5% | +1.5% |
| 6M | +15.4% | +47.4% | -32.0% | +13.8% |
| YTD | +32.7% | +30.9% | +1.8% | +31.5% |
| 1Y | +39.4% | +46.0% | -6.5% | +37.1% |
| 3Y | +54.3% | +130.3% | -76.0% | +45.6% |
| All | +52.6% | +40.2% | +12.4% | +44.0% |
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