+4,683.6%
CVX vs UL
+2,661.1%
+2,022.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +3.3% | -1.3% | +4.7% | +3.8% |
| 30D | +12.9% | +0.5% | +12.4% | +12.6% |
| 3M | +11.7% | +17.6% | -5.9% | +5.1% |
| 6M | +14.1% | -5.4% | +19.5% | +15.2% |
| YTD | +40.7% | +0.7% | +40.0% | +38.7% |
| 1Y | +37.5% | -9.3% | +46.8% | +40.2% |
| 3Y | +43.9% | +24.5% | +19.4% | +29.6% |
| 5Y | +161.5% | +23.2% | +138.2% | +131.3% |
| 10Y | +215.1% | +64.5% | +150.6% | +147.0% |
| All | +4,683.6% | +2,661.1% | +2,022.5% | +1,663.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling