+42.6%
UNP vs CTAS
+25.6%
+17.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.0% |
| 7D | +3.6% | +7.6% | -4.0% | +1.4% |
| 30D | +11.4% | +17.2% | -5.9% | +6.2% |
| 3M | +4.6% | +12.8% | -8.2% | +0.9% |
| 6M | +18.3% | +38.0% | -19.7% | +5.4% |
| YTD | +35.4% | +22.7% | +12.7% | +27.6% |
| 1Y | +42.6% | +25.6% | +17.0% | +33.4% |
| All | +42.6% | +25.6% | +17.0% | +33.4% |
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