+217.2%
CVX vs UL
+65.6%
+151.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | +0.7% | -4.1% | +4.7% | +1.8% |
| 30D | +9.1% | -1.2% | +10.3% | +9.4% |
| 3M | +13.1% | +6.0% | +7.1% | +10.7% |
| 6M | +16.3% | -5.5% | +21.7% | +17.5% |
| YTD | +43.5% | -3.3% | +46.8% | +43.6% |
| 1Y | +40.2% | -9.8% | +49.9% | +43.1% |
| 3Y | +44.2% | +20.1% | +24.1% | +31.5% |
| 5Y | +170.6% | +19.2% | +151.4% | +143.2% |
| All | +217.2% | +65.6% | +151.6% | +177.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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