+298.3%
UNP vs CVE
+136.1%
+162.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | -4.6% | -16.1% | +11.6% | -1.5% |
| 30D | +5.6% | -10.4% | +16.0% | +7.5% |
| 3M | -1.3% | -2.4% | +1.1% | -1.3% |
| 6M | +9.2% | -4.4% | +13.7% | +9.2% |
| YTD | +27.3% | +64.9% | -37.6% | +13.8% |
| 1Y | +35.9% | +66.0% | -30.1% | +21.2% |
| 3Y | +45.5% | +57.7% | -12.2% | +28.3% |
| 5Y | +36.0% | +144.7% | -108.7% | +5.7% |
| All | +298.3% | +136.1% | +162.1% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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