+214.5%
BAC vs CVX
+210.7%
+3.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -1.1% |
| 7D | +1.5% | +1.6% | -0.1% | +0.6% |
| 30D | -6.4% | -0.6% | -5.8% | -6.5% |
| 3M | -21.7% | +11.0% | -32.7% | -26.7% |
| 6M | +0.5% | +18.4% | -17.9% | -10.2% |
| YTD | -6.7% | +45.9% | -52.6% | -27.7% |
| 1Y | -4.7% | +46.7% | -51.3% | -26.4% |
| 3Y | +96.1% | +71.6% | +24.5% | +34.6% |
| 5Y | +21.7% | +131.4% | -109.7% | -35.3% |
| All | +214.5% | +210.7% | +3.7% | +28.6% |
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