+58.1%
CVX vs UMAC
+488.3%
-430.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | -0.5% |
| 7D | +0.7% | -4.0% | +4.7% | +0.7% |
| 30D | +9.1% | -9.4% | +18.5% | +9.1% |
| 3M | +13.1% | +3.0% | +10.1% | +12.9% |
| 6M | +16.3% | +27.2% | -10.9% | +15.4% |
| YTD | +43.5% | +84.7% | -41.2% | +41.5% |
| 1Y | +40.2% | +136.5% | -96.3% | +37.6% |
| All | +58.1% | +488.3% | -430.2% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 3y: compounded portfolio wealth divided by compounded UMAC 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…
3y analysis · Full analysis span regression · 6 months rolling