+73.1%
BAC vs CVX
+172.5%
-99.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.3% |
| 7D | +0.6% | +1.0% | -0.3% | +0.3% |
| 30D | -1.4% | +10.7% | -12.0% | -5.0% |
| 3M | +15.7% | +15.5% | +0.3% | +9.3% |
| 6M | +32.2% | +14.9% | +17.3% | +24.0% |
| YTD | +15.8% | +44.2% | -28.4% | -2.2% |
| 1Y | +27.3% | +43.5% | -16.2% | +7.5% |
| 3Y | +137.5% | +45.0% | +92.5% | +97.4% |
| 5Y | +73.1% | +172.2% | -99.1% | -13.3% |
| All | +73.1% | +172.5% | -99.4% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling