+50.9%
UNP vs CVE
+67.9%
-17.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | -3.3% | -10.1% | +6.8% | -2.0% |
| 30D | +6.7% | -12.1% | +18.8% | +8.2% |
| 3M | +1.8% | -1.9% | +3.7% | +1.5% |
| 6M | +13.3% | -1.8% | +15.2% | +12.7% |
| YTD | +30.3% | +65.8% | -35.4% | +17.4% |
| 1Y | +36.9% | +60.8% | -23.9% | +23.9% |
| 3Y | +50.9% | +70.1% | -19.2% | +30.5% |
| All | +50.9% | +67.9% | -17.0% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling