+95.4%
CAT vs CVX
+37.2%
+58.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.4% |
| 7D | +1.7% | +3.3% | -1.6% | +2.7% |
| 30D | -6.6% | +12.9% | -19.4% | -3.3% |
| 3M | -13.3% | +11.7% | -25.0% | -9.8% |
| 6M | +11.6% | +14.1% | -2.5% | +14.1% |
| YTD | +42.9% | +40.7% | +2.3% | +42.1% |
| 1Y | +95.4% | +37.5% | +57.9% | +93.1% |
| All | +95.4% | +37.2% | +58.3% | +93.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling