+275.9%
UNP vs CVE
+159.5%
+116.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | -5.3% | +2.5% | -7.9% | -5.8% |
| 30D | -1.5% | +16.7% | -18.3% | -4.5% |
| 3M | +10.3% | +9.3% | +1.0% | +7.9% |
| 6M | +9.7% | +43.6% | -33.9% | +1.4% |
| YTD | +27.1% | +93.6% | -66.5% | +10.5% |
| 1Y | +32.6% | +98.8% | -66.2% | +14.4% |
| 3Y | +40.0% | +73.6% | -33.6% | +21.5% |
| 5Y | +50.8% | +312.5% | -261.6% | +5.4% |
| All | +275.9% | +159.5% | +116.4% | +127.1% |
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