+40.0%
CVS vs UNP
+285.4%
-245.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -2.2% | -1.8% | -0.3% | -1.5% |
| 30D | -0.1% | -2.7% | +2.7% | +0.8% |
| 3M | -5.2% | +6.5% | -11.7% | -7.7% |
| 6M | +26.9% | +14.4% | +12.5% | +20.0% |
| YTD | +22.1% | +24.8% | -2.7% | +11.5% |
| 1Y | +30.8% | +34.4% | -3.6% | +15.9% |
| 3Y | +54.4% | +43.6% | +10.8% | +32.8% |
| 5Y | +33.4% | +53.2% | -19.9% | +9.7% |
| All | +40.0% | +285.4% | -245.4% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 10y: compounded portfolio wealth divided by compounded UNP 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…
10y analysis · Full analysis span regression · 6 months rolling