+40.6%
CVX vs UMC
+238.8%
-198.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.7% | +0.8% |
| 7D | +2.6% | +9.0% | -6.4% | +3.3% |
| 30D | +9.8% | +17.2% | -7.4% | +11.2% |
| 3M | +16.2% | +11.4% | +4.8% | +17.6% |
| 6M | +13.6% | +137.5% | -123.9% | +19.7% |
| YTD | +44.4% | +193.1% | -148.7% | +54.5% |
| 1Y | +40.6% | +240.3% | -199.7% | +48.8% |
| All | +40.6% | +238.8% | -198.2% | +48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling