+55.6%
CVS vs UNP
+43.1%
+12.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | -1.9% | -1.7% | -0.2% | -1.3% |
| 30D | -0.3% | -2.1% | +1.8% | +0.2% |
| 3M | -1.1% | +5.4% | -6.6% | -3.6% |
| 6M | +23.7% | +13.4% | +10.3% | +16.8% |
| YTD | +23.0% | +25.0% | -2.0% | +11.4% |
| 1Y | +37.2% | +34.6% | +2.6% | +19.8% |
| All | +55.6% | +43.1% | +12.4% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling