+57.6%
CVX vs USAR
-21.7%
+79.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.6% | +9.8% | +0.1% |
| 7D | -6.2% | -9.1% | +2.8% | -6.4% |
| 30D | -0.4% | -36.9% | +36.6% | -1.0% |
| 3M | +9.3% | -58.4% | +67.7% | +8.1% |
| 6M | +18.4% | -70.6% | +89.0% | +17.0% |
| YTD | +42.5% | -33.4% | +75.9% | +41.3% |
| 1Y | +41.0% | -54.0% | +95.1% | +39.7% |
| 3Y | +67.5% | -22.7% | +90.2% | +70.9% |
| All | +57.6% | -21.7% | +79.3% | +62.4% |
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