+128.3%
CVX vs UL
+31.1%
+97.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.0% |
| 7D | -1.7% | -1.7% | 0.0% | -1.6% |
| 30D | -0.8% | +4.5% | -5.3% | -1.1% |
| 3M | +9.4% | +5.5% | +3.9% | +9.0% |
| 6M | +17.5% | +17.0% | +0.5% | +16.0% |
| YTD | +43.8% | +3.2% | +40.7% | +43.6% |
| 1Y | +41.9% | -1.9% | +43.8% | +42.4% |
| 3Y | +69.1% | +33.6% | +35.6% | +62.5% |
| 5Y | +128.3% | +31.5% | +96.8% | +116.0% |
| All | +128.3% | +31.1% | +97.1% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling