+1,078.2%
UMC vs CVE
+89.9%
+988.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +4.8% |
| 7D | +5.0% | +2.5% | +2.5% | +4.4% |
| 30D | +7.7% | +16.7% | -9.1% | +4.3% |
| 3M | +1.7% | +9.3% | -7.6% | -0.5% |
| 6M | +113.9% | +43.6% | +70.3% | +97.2% |
| YTD | +168.9% | +93.6% | +75.3% | +132.4% |
| 1Y | +207.2% | +98.8% | +108.4% | +163.5% |
| 3Y | +227.7% | +73.6% | +154.1% | +183.3% |
| 5Y | +118.0% | +312.5% | -194.4% | +54.6% |
| 10Y | +1,682.1% | +161.0% | +1,521.1% | +1,111.3% |
| All | +1,078.2% | +89.9% | +988.3% | +650.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling