+32.6%
UNP vs CTAS
-1.7%
+34.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -5.3% | -1.8% | -3.5% | -4.8% |
| 30D | -1.5% | -0.2% | -1.3% | -1.5% |
| 3M | +10.3% | +11.7% | -1.4% | +5.7% |
| 6M | +9.7% | +0.7% | +9.0% | +9.8% |
| YTD | +27.1% | +7.4% | +19.7% | +24.1% |
| 1Y | +32.6% | -2.1% | +34.7% | +34.7% |
| All | +32.6% | -1.7% | +34.3% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling