+198.8%
CVX vs URA
+289.1%
-90.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.3% |
| 7D | -6.2% | +0.3% | -6.5% | -6.4% |
| 30D | -0.4% | -14.8% | +14.4% | +3.4% |
| 3M | +9.3% | -25.3% | +34.6% | +16.6% |
| 6M | +18.4% | -39.9% | +58.3% | +32.3% |
| YTD | +42.5% | -22.4% | +64.9% | +43.6% |
| 1Y | +41.0% | -29.0% | +70.0% | +45.4% |
| 3Y | +67.5% | +41.0% | +26.5% | +26.6% |
| 5Y | +126.1% | +38.3% | +87.8% | +64.1% |
| 10Y | +198.8% | +276.1% | -77.3% | +14.2% |
| All | +198.8% | +289.1% | -90.3% | +14.2% |
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