+397.7%
BAC vs CVX
+215.4%
+182.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.6% |
| 7D | +0.6% | +1.0% | -0.3% | +0.1% |
| 30D | -1.4% | +10.7% | -12.0% | -7.0% |
| 3M | +15.7% | +15.5% | +0.3% | +5.8% |
| 6M | +32.2% | +14.9% | +17.3% | +19.8% |
| YTD | +15.8% | +44.2% | -28.4% | -9.0% |
| 1Y | +27.3% | +43.5% | -16.2% | -0.1% |
| 3Y | +137.5% | +45.0% | +92.5% | +81.9% |
| 5Y | +73.1% | +172.2% | -99.1% | -17.2% |
| 10Y | +397.7% | +221.9% | +175.8% | +110.8% |
| All | +397.7% | +215.4% | +182.3% | +110.8% |
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