+365.5%
CVX vs URA
-31.1%
+396.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | +3.3% | +1.1% | +2.3% | +3.0% |
| 30D | +12.9% | +7.4% | +5.5% | +10.2% |
| 3M | +11.7% | -8.4% | +20.1% | +13.0% |
| 6M | +14.1% | -12.7% | +26.9% | +15.1% |
| YTD | +40.7% | +7.8% | +32.9% | +31.1% |
| 1Y | +37.5% | +19.5% | +18.0% | +21.3% |
| 3Y | +43.9% | +116.4% | -72.5% | -2.4% |
| 5Y | +161.5% | +134.3% | +27.2% | +61.3% |
| 10Y | +215.1% | +359.3% | -144.1% | +36.9% |
| All | +365.5% | -31.1% | +396.6% | +207.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling