+49.8%
UNP vs CART
+39.2%
+10.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | -3.3% | +1.5% | -4.8% | -3.3% |
| 30D | +6.7% | +22.4% | -15.7% | +6.0% |
| 3M | +1.8% | +16.5% | -14.7% | +1.3% |
| 6M | +13.3% | +44.9% | -31.5% | +11.8% |
| YTD | +30.3% | +30.0% | +0.4% | +29.2% |
| 1Y | +36.9% | +59.1% | -22.1% | +33.9% |
| 3Y | +50.9% | +138.8% | -87.9% | +42.4% |
| All | +49.8% | +39.2% | +10.6% | +41.5% |
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