+9,728.0%
UNP vs CTAS
+26,233.5%
-16,505.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -2.1% | -0.8% | -1.3% | -1.8% |
| 30D | +7.3% | +10.7% | -3.4% | +3.8% |
| 3M | +3.6% | +11.0% | -7.4% | 0.0% |
| 6M | +15.8% | +38.7% | -22.9% | +3.6% |
| YTD | +32.6% | +21.8% | +10.8% | +23.6% |
| 1Y | +37.2% | +23.6% | +13.7% | +27.3% |
| 3Y | +52.6% | +74.9% | -22.3% | +25.3% |
| 5Y | +40.6% | +119.5% | -78.9% | +6.7% |
| 10Y | +288.4% | +820.2% | -531.8% | +89.2% |
| All | +9,728.0% | +26,233.5% | -16,505.5% | +2,276.2% |
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