+39.6%
UNP vs CVE
+148.3%
-108.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.7% | -3.0% |
| 7D | -1.3% | -14.1% | +12.7% | +0.7% |
| 30D | +7.7% | -11.6% | +19.3% | +9.4% |
| 3M | +1.3% | 0.0% | +1.2% | +0.8% |
| 6M | +14.0% | -8.4% | +22.4% | +14.6% |
| YTD | +30.8% | +65.9% | -35.2% | +18.9% |
| 1Y | +40.0% | +69.4% | -29.5% | +26.8% |
| 3Y | +50.1% | +55.9% | -5.9% | +34.7% |
| 5Y | +39.6% | +146.2% | -106.5% | +14.8% |
| All | +39.6% | +148.3% | -108.7% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling