+4,942.5%
CVX vs UL
+2,770.2%
+2,172.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.3% |
| 7D | +3.4% | +1.1% | +2.3% | +3.0% |
| 30D | -1.0% | +4.5% | -5.5% | -2.6% |
| 3M | +12.2% | +6.5% | +5.7% | +9.5% |
| 6M | +20.3% | +18.2% | +2.2% | +12.7% |
| YTD | +48.3% | +4.7% | +43.6% | +43.9% |
| 1Y | +46.9% | +0.8% | +46.1% | +44.2% |
| 3Y | +73.1% | +35.9% | +37.2% | +50.8% |
| 5Y | +135.2% | +33.4% | +101.8% | +101.7% |
| 10Y | +214.4% | +106.9% | +107.5% | +126.6% |
| All | +4,942.5% | +2,770.2% | +2,172.3% | +1,729.0% |
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 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