+37.9%
UNP vs CTAS
+114.0%
-76.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | -3.3% | -0.7% | -2.5% | -2.9% |
| 30D | +6.7% | +10.3% | -3.5% | +2.4% |
| 3M | +1.8% | +10.2% | -8.4% | -2.4% |
| 6M | +13.3% | +34.4% | -21.0% | -0.9% |
| YTD | +30.3% | +19.6% | +10.8% | +19.9% |
| 1Y | +36.9% | +21.8% | +15.1% | +24.8% |
| 3Y | +50.9% | +74.1% | -23.2% | +12.4% |
| 5Y | +37.9% | +114.0% | -76.1% | -9.4% |
| All | +37.9% | +114.0% | -76.0% | -9.4% |
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 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