+1,376.8%
BAC vs CVX
+4,807.9%
-3,431.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.7% |
| 7D | +1.1% | +3.3% | -2.2% | -0.9% |
| 30D | -0.4% | +12.9% | -13.3% | -7.5% |
| 3M | +16.9% | +11.7% | +5.2% | +8.5% |
| 6M | +26.6% | +14.1% | +12.5% | +14.7% |
| YTD | +15.8% | +40.7% | -24.9% | -8.2% |
| 1Y | +27.2% | +37.5% | -10.3% | +1.9% |
| 3Y | +132.4% | +43.9% | +88.5% | +77.6% |
| 5Y | +72.6% | +161.5% | -88.9% | -12.8% |
| 10Y | +389.7% | +215.1% | +174.6% | +110.5% |
| All | +1,376.8% | +4,807.9% | -3,431.1% | +141.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling