+62.6%
UMC vs CVE
+142.8%
-80.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.6% |
| 7D | -17.0% | -16.1% | -0.8% | -14.1% |
| 30D | -40.6% | -10.4% | -30.2% | -39.4% |
| 3M | -27.9% | -2.4% | -25.5% | -27.7% |
| 6M | -7.5% | -4.4% | -3.0% | -7.3% |
| YTD | +79.3% | +64.9% | +14.4% | +57.6% |
| 1Y | +92.8% | +66.0% | +26.8% | +68.9% |
| 3Y | +108.2% | +57.7% | +50.5% | +80.2% |
| All | +62.6% | +142.8% | -80.2% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling