+115.0%
UMC vs CVE
+73.4%
+41.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.6% | +5.6% | -2.5% |
| 7D | -14.7% | -12.1% | -2.6% | -15.3% |
| 30D | -32.9% | -9.8% | -23.1% | -33.1% |
| 3M | -22.2% | -0.7% | -21.4% | -21.6% |
| 6M | +25.9% | -4.3% | +30.2% | +26.8% |
| YTD | +107.9% | +70.6% | +37.3% | +133.9% |
| 1Y | +115.0% | +73.2% | +41.9% | +141.1% |
| All | +115.0% | +73.4% | +41.7% | +141.1% |
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