+1,160.3%
CVX vs UMC
+277.8%
+882.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | -0.3% |
| 7D | -0.6% | +6.6% | -7.2% | -1.7% |
| 30D | +13.4% | +16.6% | -3.1% | +10.3% |
| 3M | +11.8% | +11.0% | +0.8% | +7.6% |
| 6M | +12.4% | +131.3% | -118.9% | -6.6% |
| YTD | +41.5% | +182.5% | -141.0% | +12.0% |
| 1Y | +41.6% | +222.3% | -180.7% | +9.0% |
| 3Y | +42.2% | +253.0% | -210.8% | +5.9% |
| 5Y | +166.0% | +141.8% | +24.1% | +107.3% |
| 10Y | +207.2% | +1,772.2% | -1,565.0% | +51.2% |
| All | +1,160.3% | +277.8% | +882.6% | +459.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling