+18.4%
CVX vs URI
+21.0%
-2.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.3% |
| 7D | +1.6% | +9.3% | -7.7% | +2.5% |
| 30D | -0.6% | +7.6% | -8.2% | +0.6% |
| 3M | +11.0% | +1.0% | +10.0% | +11.4% |
| 6M | +18.4% | +19.8% | -1.4% | +23.4% |
| All | +18.4% | +21.0% | -2.5% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 6mo: compounded portfolio wealth divided by compounded URI 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…
6mo analysis · Full analysis span regression · 6 months rolling