+61.4%
CVX vs USAR
-20.3%
+81.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.4% |
| 7D | +1.6% | +8.8% | -7.2% | +1.8% |
| 30D | -0.6% | -28.5% | +27.8% | -1.1% |
| 3M | +11.0% | -56.2% | +67.2% | +9.8% |
| 6M | +18.4% | -68.4% | +86.9% | +17.1% |
| YTD | +45.9% | -32.2% | +78.1% | +44.8% |
| 1Y | +46.7% | -52.3% | +99.0% | +45.3% |
| 3Y | +71.6% | -21.2% | +92.8% | +75.1% |
| All | +61.4% | -20.3% | +81.6% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling