+47.3%
CVX vs UMC
+252.9%
-205.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.5% |
| 7D | +0.7% | +11.4% | -10.7% | +0.6% |
| 30D | +9.1% | +16.8% | -7.7% | +9.0% |
| 3M | +13.1% | +19.1% | -6.0% | +12.0% |
| 6M | +16.3% | +137.4% | -121.2% | +9.4% |
| YTD | +43.5% | +186.4% | -142.9% | +30.8% |
| 1Y | +40.2% | +229.1% | -188.9% | +24.8% |
| All | +47.3% | +252.9% | -205.6% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling