+4,683.6%
CVX vs UNP
+9,690.0%
-5,006.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.4% |
| 7D | +3.3% | -5.3% | +8.7% | +5.6% |
| 30D | +12.9% | -1.5% | +14.4% | +13.5% |
| 3M | +11.7% | +10.3% | +1.5% | +6.9% |
| 6M | +14.1% | +9.7% | +4.5% | +8.9% |
| YTD | +40.7% | +27.1% | +13.6% | +26.0% |
| 1Y | +37.5% | +32.6% | +4.9% | +20.8% |
| 3Y | +43.9% | +40.0% | +3.9% | +22.2% |
| 5Y | +161.5% | +50.8% | +110.6% | +111.1% |
| 10Y | +215.1% | +278.6% | -63.5% | +80.3% |
| All | +4,683.6% | +9,690.0% | -5,006.4% | +899.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling