+98.4%
UNP vs CTVA
+223.3%
-124.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.5% |
| 7D | -5.3% | +4.9% | -10.3% | -7.1% |
| 30D | -1.5% | +11.9% | -13.5% | -5.7% |
| 3M | +10.3% | +13.7% | -3.4% | +4.3% |
| 6M | +9.7% | +13.1% | -3.5% | +3.6% |
| YTD | +27.1% | +32.0% | -4.9% | +13.2% |
| 1Y | +32.6% | +22.1% | +10.5% | +20.9% |
| 3Y | +40.0% | +77.5% | -37.5% | +7.8% |
| 5Y | +50.8% | +106.3% | -55.4% | +5.8% |
| All | +98.4% | +223.3% | -124.9% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling