+219.2%
CVX vs UMC
+1,863.6%
-1,644.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.7% | +0.3% |
| 7D | +2.6% | +9.0% | -6.4% | +1.5% |
| 30D | +9.8% | +17.2% | -7.4% | +7.5% |
| 3M | +16.2% | +11.4% | +4.8% | +12.9% |
| 6M | +13.6% | +137.5% | -123.9% | -3.4% |
| YTD | +44.4% | +193.1% | -148.7% | +17.1% |
| 1Y | +40.6% | +240.3% | -199.7% | +10.7% |
| 3Y | +48.2% | +262.2% | -214.0% | +13.3% |
| 5Y | +172.3% | +143.1% | +29.1% | +118.0% |
| All | +219.2% | +1,863.6% | -1,644.4% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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