+1,654.0%
UMC vs CVE
+161.7%
+1,492.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +4.8% |
| 7D | +5.0% | +2.5% | +2.5% | +4.5% |
| 30D | +7.7% | +16.7% | -9.1% | +4.9% |
| 3M | +1.7% | +9.3% | -7.6% | -0.1% |
| 6M | +113.9% | +43.6% | +70.3% | +100.1% |
| YTD | +168.9% | +93.6% | +75.3% | +138.5% |
| 1Y | +207.2% | +98.8% | +108.4% | +170.8% |
| 3Y | +227.7% | +73.6% | +154.1% | +190.6% |
| 5Y | +118.0% | +312.5% | -194.4% | +66.9% |
| All | +1,654.0% | +161.7% | +1,492.2% | +1,096.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling