+374.4%
CVX vs URA
-51.6%
+426.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.5% | -1.4% |
| 7D | -9.7% | -4.1% | -5.6% | -8.7% |
| 30D | +3.6% | -19.0% | +22.6% | +9.4% |
| 3M | +13.3% | -25.1% | +38.5% | +21.5% |
| 6M | +16.9% | -44.5% | +61.4% | +34.8% |
| YTD | +43.4% | -24.3% | +67.7% | +46.4% |
| 1Y | +44.5% | -28.1% | +72.6% | +49.0% |
| 3Y | +64.0% | +40.7% | +23.3% | +25.8% |
| 5Y | +126.4% | +35.5% | +91.0% | +68.0% |
| 10Y | +209.4% | +281.2% | -71.8% | +39.4% |
| All | +374.4% | -51.6% | +426.0% | +243.6% |
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