+170.6%
CVX vs UMC
+134.9%
+35.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.3% |
| 7D | +0.7% | +11.4% | -10.7% | 0.0% |
| 30D | +9.1% | +16.8% | -7.7% | +8.0% |
| 3M | +13.1% | +19.1% | -6.0% | +10.3% |
| 6M | +16.3% | +137.4% | -121.2% | +3.7% |
| YTD | +43.5% | +186.4% | -142.9% | +23.3% |
| 1Y | +40.2% | +229.1% | -188.9% | +17.3% |
| 3Y | +44.2% | +257.9% | -213.6% | +16.9% |
| 5Y | +170.6% | +137.5% | +33.1% | +119.3% |
| All | +170.6% | +134.9% | +35.8% | +119.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling