+221.9%
CVX vs UNP
+271.6%
-49.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.6% |
| 7D | +1.0% | -1.7% | +2.7% | +1.9% |
| 30D | +10.7% | -2.1% | +12.8% | +11.8% |
| 3M | +15.5% | +5.4% | +10.0% | +11.4% |
| 6M | +14.9% | +13.4% | +1.5% | +5.3% |
| YTD | +44.2% | +25.0% | +19.2% | +24.1% |
| 1Y | +43.5% | +34.6% | +8.9% | +17.7% |
| 3Y | +45.0% | +43.6% | +1.3% | +11.3% |
| 5Y | +172.2% | +51.7% | +120.4% | +91.4% |
| 10Y | +221.9% | +282.5% | -60.6% | +38.7% |
| All | +221.9% | +271.6% | -49.7% | +38.7% |
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