+107.2%
UNP vs CTVA
+131.3%
-24.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.4% |
| 7D | +4.2% | -20.8% | +25.0% | +10.7% |
| 30D | +5.6% | -29.6% | +35.2% | +16.7% |
| 3M | +2.0% | -16.9% | +18.9% | +5.1% |
| 6M | +15.4% | -24.3% | +39.7% | +22.2% |
| YTD | +32.7% | -5.6% | +38.3% | +28.9% |
| 1Y | +39.4% | -4.2% | +43.6% | +34.5% |
| 3Y | +54.3% | +43.3% | +11.0% | +23.7% |
| 5Y | +39.6% | +35.7% | +3.9% | +11.2% |
| All | +107.2% | +131.3% | -24.1% | +18.6% |
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