+128.3%
CVX vs UNP
+40.3%
+88.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -1.7% | -2.1% | +0.4% | -1.1% |
| 30D | -0.8% | +7.3% | -8.1% | -3.1% |
| 3M | +9.4% | +3.6% | +5.8% | +7.9% |
| 6M | +17.5% | +15.8% | +1.7% | +11.5% |
| YTD | +43.8% | +32.6% | +11.3% | +29.6% |
| 1Y | +41.9% | +37.2% | +4.7% | +26.2% |
| 3Y | +69.1% | +52.6% | +16.5% | +43.5% |
| 5Y | +128.3% | +40.6% | +87.7% | +88.7% |
| All | +128.3% | +40.3% | +88.0% | +88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling