+56.5%
CVX vs USAR
+74.5%
-18.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -0.6% | +2.3% | -2.9% | -0.6% |
| 30D | +13.4% | -8.6% | +22.1% | +13.3% |
| 3M | +11.8% | -20.5% | +32.3% | +11.8% |
| 6M | +12.4% | +1.2% | +11.2% | +12.5% |
| YTD | +41.5% | +48.4% | -6.9% | +41.9% |
| 1Y | +41.6% | +30.6% | +11.0% | +42.5% |
| 3Y | +42.2% | +73.6% | -31.4% | +47.4% |
| All | +56.5% | +74.5% | -18.0% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling