+207.2%
CVX vs UAL
+103.3%
+103.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.1% |
| 7D | -0.6% | +3.5% | -4.0% | -1.3% |
| 30D | +13.4% | -16.5% | +29.9% | +17.4% |
| 3M | +11.8% | +2.8% | +9.1% | +9.9% |
| 6M | +12.4% | +17.6% | -5.1% | +5.7% |
| YTD | +41.5% | -3.2% | +44.7% | +38.0% |
| 1Y | +41.6% | +0.4% | +41.2% | +35.9% |
| 3Y | +42.2% | +128.2% | -85.9% | +4.4% |
| 5Y | +166.0% | +137.7% | +28.2% | +80.3% |
| 10Y | +207.2% | +99.1% | +108.1% | +79.3% |
| All | +207.2% | +103.3% | +103.9% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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