+125.6%
CVX vs URA
+33.4%
+92.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.5% | -0.7% |
| 7D | -9.7% | -4.1% | -5.6% | -9.2% |
| 30D | +3.6% | -19.0% | +22.6% | +6.4% |
| 3M | +13.3% | -25.1% | +38.5% | +17.2% |
| 6M | +16.9% | -44.5% | +61.4% | +26.1% |
| YTD | +43.4% | -24.3% | +67.7% | +43.5% |
| 1Y | +44.5% | -28.1% | +72.6% | +45.6% |
| 3Y | +64.0% | +40.7% | +23.3% | +31.6% |
| All | +125.6% | +33.4% | +92.2% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling