+1,094.1%
BAC vs CVX
+4,869.5%
-3,775.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.1% |
| 7D | +2.1% | -6.2% | +8.3% | +5.9% |
| 30D | -6.7% | -0.4% | -6.3% | -6.9% |
| 3M | -20.2% | +9.3% | -29.5% | -24.9% |
| 6M | -0.2% | +18.4% | -18.6% | -11.3% |
| YTD | -6.4% | +42.5% | -48.8% | -26.8% |
| 1Y | -3.1% | +41.0% | -44.2% | -23.9% |
| 3Y | +96.7% | +67.5% | +29.2% | +36.6% |
| 5Y | +21.3% | +126.1% | -104.8% | -33.2% |
| 10Y | +237.7% | +198.8% | +39.0% | +49.4% |
| All | +1,094.1% | +4,869.5% | -3,775.4% | +92.2% |
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