+46.1%
UNP vs CTAS
+65.0%
-19.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -5.3% | -1.8% | -3.5% | -4.7% |
| 30D | -1.5% | -0.2% | -1.3% | -1.5% |
| 3M | +10.3% | +11.7% | -1.4% | +5.5% |
| 6M | +9.7% | +0.7% | +9.0% | +8.9% |
| YTD | +27.1% | +7.4% | +19.7% | +23.3% |
| 1Y | +32.6% | -2.1% | +34.7% | +32.9% |
| All | +46.1% | +65.0% | -19.0% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling