+207.2%
UMC vs CVE
+99.6%
+107.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +4.5% |
| 7D | +5.0% | +2.5% | +2.5% | +5.1% |
| 30D | +7.7% | +16.7% | -9.1% | +8.7% |
| 3M | +1.7% | +9.3% | -7.6% | +2.7% |
| 6M | +113.9% | +43.6% | +70.3% | +116.4% |
| YTD | +168.9% | +93.6% | +75.3% | +176.8% |
| 1Y | +207.2% | +98.8% | +108.4% | +217.8% |
| All | +207.2% | +99.6% | +107.6% | +217.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 1y: compounded portfolio wealth divided by compounded CVE 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…
1y analysis · Full analysis span regression · 6 months rolling