+95.7%
UNP vs CTVA
+210.9%
-115.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.2% | -4.7% | +3.5% | +0.6% |
| 30D | -2.0% | +11.1% | -13.1% | -5.9% |
| 3M | +7.5% | +13.7% | -6.2% | +1.7% |
| 6M | +15.3% | +11.2% | +4.1% | +9.6% |
| YTD | +25.4% | +26.9% | -1.5% | +13.3% |
| 1Y | +35.6% | +18.8% | +16.8% | +24.8% |
| 3Y | +44.1% | +75.9% | -31.8% | +11.2% |
| 5Y | +54.0% | +105.2% | -51.3% | +7.8% |
| All | +95.7% | +210.9% | -115.1% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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