+58.6%
CVX vs USAR
-18.7%
+77.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.8% | -11.0% | 0.0% |
| 7D | -9.7% | -14.5% | +4.8% | -9.9% |
| 30D | +3.6% | -37.8% | +41.5% | +3.0% |
| 3M | +13.3% | -52.8% | +66.1% | +12.2% |
| 6M | +16.9% | -71.2% | +88.1% | +15.5% |
| YTD | +43.4% | -30.9% | +74.3% | +42.3% |
| 1Y | +44.5% | -48.0% | +92.5% | +43.2% |
| 3Y | +64.0% | -19.7% | +83.7% | +67.4% |
| All | +58.6% | -18.7% | +77.3% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling