+284.1%
UNP vs CTAS
+820.8%
-536.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.8% |
| 7D | -0.9% | +0.7% | -1.6% | -1.2% |
| 30D | +8.0% | +11.3% | -3.3% | +2.4% |
| 3M | +3.3% | +11.4% | -8.1% | -2.2% |
| 6M | +14.7% | +35.6% | -20.9% | -2.2% |
| YTD | +31.9% | +20.7% | +11.2% | +19.1% |
| 1Y | +37.1% | +22.8% | +14.3% | +22.5% |
| 3Y | +51.9% | +73.4% | -21.6% | +11.0% |
| 5Y | +39.3% | +117.6% | -78.3% | -11.0% |
| 10Y | +284.1% | +818.4% | -534.3% | +18.3% |
| All | +284.1% | +820.8% | -536.7% | +18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling