+64.0%
CVX vs URA
+36.0%
+28.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.5% | -0.2% |
| 7D | -9.7% | -4.1% | -5.6% | -9.7% |
| 30D | +3.6% | -19.0% | +22.6% | +4.0% |
| 3M | +13.3% | -25.1% | +38.5% | +13.8% |
| 6M | +16.9% | -44.5% | +61.4% | +19.2% |
| YTD | +43.4% | -24.3% | +67.7% | +41.2% |
| 1Y | +44.5% | -28.1% | +72.6% | +42.9% |
| 3Y | +64.0% | +40.7% | +23.3% | +40.8% |
| All | +64.0% | +36.0% | +28.0% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling