+136.4%
BAC vs CVX
+42.1%
+94.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | +1.2% | -0.6% | +1.8% | +1.3% |
| 30D | -0.7% | +13.4% | -14.2% | -4.6% |
| 3M | +16.9% | +11.8% | +5.1% | +12.7% |
| 6M | +29.6% | +12.4% | +17.2% | +23.5% |
| YTD | +15.3% | +41.5% | -26.2% | -1.5% |
| 1Y | +28.8% | +41.6% | -12.8% | +9.7% |
| 3Y | +136.4% | +42.2% | +94.1% | +94.3% |
| All | +136.4% | +42.1% | +94.3% | +94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling