+50.0%
UNP vs CTAS
+114.7%
-64.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -1.1% | -1.0% | -0.1% | -0.8% |
| 3M | +7.9% | +15.8% | -7.9% | +0.7% |
| 6M | +14.6% | -1.0% | +15.6% | +14.6% |
| YTD | +26.6% | +7.4% | +19.2% | +21.9% |
| 1Y | +35.6% | -0.1% | +35.7% | +34.7% |
| 3Y | +45.5% | +66.3% | -20.8% | +9.5% |
| 5Y | +50.0% | +111.0% | -61.0% | -3.7% |
| All | +50.0% | +114.7% | -64.7% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling