+221.9%
CVX vs URA
+369.2%
-147.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.3% | +2.3% |
| 7D | +1.0% | +5.7% | -4.8% | -0.5% |
| 30D | +10.7% | +5.6% | +5.1% | +8.7% |
| 3M | +15.5% | +6.2% | +9.3% | +12.4% |
| 6M | +14.9% | -8.2% | +23.1% | +14.4% |
| YTD | +44.2% | +9.7% | +34.5% | +33.9% |
| 1Y | +43.5% | +17.0% | +26.5% | +27.8% |
| 3Y | +45.0% | +118.5% | -73.5% | -3.1% |
| 5Y | +172.2% | +134.3% | +37.8% | +63.7% |
| 10Y | +221.9% | +377.5% | -155.6% | +20.5% |
| All | +221.9% | +369.2% | -147.3% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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