+121.7%
UMC vs CVE
+60.9%
+60.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.7% | +4.2% | +6.9% |
| 7D | +0.1% | +0.1% | +0.1% | +0.1% |
| 30D | -28.7% | -10.8% | -17.9% | -29.1% |
| 3M | -15.1% | -4.3% | -10.8% | -14.9% |
| 6M | +5.0% | -1.5% | +6.4% | +6.2% |
| YTD | +108.2% | +70.7% | +37.5% | +132.9% |
| 1Y | +121.7% | +58.1% | +63.6% | +151.0% |
| All | +121.7% | +60.9% | +60.8% | +151.0% |
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