+209.9%
BKNG vs CVX
+220.5%
-10.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -10.7% | +0.7% | -11.3% | -11.0% |
| 30D | -18.1% | +9.1% | -27.2% | -21.0% |
| 3M | +8.5% | +13.1% | -4.6% | +2.4% |
| 6M | -0.1% | +16.3% | -16.3% | -7.7% |
| YTD | -18.2% | +43.5% | -61.7% | -31.5% |
| 1Y | -19.9% | +40.2% | -60.0% | -32.3% |
| 3Y | +41.6% | +44.2% | -2.6% | +15.4% |
| 5Y | +93.1% | +170.6% | -77.5% | +10.5% |
| All | +209.9% | +220.5% | -10.6% | +62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling