+50.3%
UNP vs CART
+37.6%
+12.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -3.4% |
| 7D | -1.3% | +1.2% | -2.5% | -1.3% |
| 30D | +7.7% | +27.1% | -19.4% | +6.9% |
| 3M | +1.3% | +27.4% | -26.1% | +0.5% |
| 6M | +14.0% | +32.1% | -18.2% | +12.8% |
| YTD | +30.8% | +28.5% | +2.3% | +29.6% |
| 1Y | +40.0% | +58.8% | -18.9% | +36.8% |
| 3Y | +50.1% | +114.8% | -64.7% | +41.6% |
| All | +50.3% | +37.6% | +12.7% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling