+228.4%
UNH vs CVX
+222.5%
+5.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.6% |
| 7D | -4.5% | +2.6% | -7.2% | -5.4% |
| 30D | -6.5% | +9.8% | -16.4% | -9.5% |
| 3M | -6.0% | +16.2% | -22.2% | -10.9% |
| 6M | +33.7% | +13.6% | +20.0% | +27.1% |
| YTD | +16.4% | +44.4% | -28.0% | +1.5% |
| 1Y | +10.1% | +40.6% | -30.5% | -3.3% |
| 3Y | -16.3% | +48.2% | -64.5% | -29.3% |
| 5Y | +2.1% | +172.3% | -170.2% | -35.8% |
| All | +228.4% | +222.5% | +5.9% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 CVX 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