+9,562.1%
UNP vs CTAS
+25,758.4%
-16,196.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | -3.3% | -0.7% | -2.5% | -3.0% |
| 30D | +6.7% | +10.3% | -3.5% | +3.3% |
| 3M | +1.8% | +10.2% | -8.4% | -1.5% |
| 6M | +13.3% | +34.4% | -21.0% | +2.5% |
| YTD | +30.3% | +19.6% | +10.8% | +22.3% |
| 1Y | +36.9% | +21.8% | +15.1% | +27.6% |
| 3Y | +50.9% | +74.1% | -23.2% | +24.1% |
| 5Y | +37.9% | +114.0% | -76.1% | +5.5% |
| 10Y | +293.8% | +813.9% | -520.2% | +92.4% |
| All | +9,562.1% | +25,758.4% | -16,196.3% | +2,249.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling