+911.5%
BE vs CVX
+140.5%
+771.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.3% | +8.6% | +8.3% |
| 7D | +20.0% | +3.3% | +16.6% | +17.0% |
| 30D | +7.9% | +12.9% | -5.0% | -1.9% |
| 3M | -13.2% | +11.7% | -24.9% | -22.2% |
| 6M | +53.5% | +14.1% | +39.3% | +32.4% |
| YTD | +191.0% | +40.7% | +150.3% | +112.9% |
| 1Y | +360.5% | +37.5% | +323.0% | +239.8% |
| 3Y | +1,568.0% | +43.9% | +1,524.1% | +1,057.0% |
| 5Y | +1,055.2% | +161.5% | +893.7% | +348.6% |
| All | +911.5% | +140.5% | +771.0% | +238.1% |
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