+27.5%
BAC vs CVX
+42.6%
-15.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -0.3% | +0.7% | -0.9% | -0.2% |
| 30D | -1.8% | +9.1% | -10.9% | -1.1% |
| 3M | +15.3% | +13.1% | +2.2% | +16.3% |
| 6M | +30.2% | +16.3% | +13.9% | +30.0% |
| YTD | +15.6% | +43.5% | -27.9% | +11.4% |
| 1Y | +27.5% | +40.2% | -12.7% | +22.3% |
| All | +27.5% | +42.6% | -15.2% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling