+8.9%
CAT vs CVX
+47.0%
-38.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.7% | -1.5% | -6.3% |
| 7D | -17.1% | -5.3% | -11.8% | -18.4% |
| 30D | -30.1% | +5.1% | -35.2% | -28.9% |
| 3M | -32.4% | +14.9% | -47.3% | -29.1% |
| 6M | -32.1% | +14.9% | -47.0% | -28.1% |
| YTD | +4.1% | +46.3% | -42.2% | +4.6% |
| 1Y | +8.9% | +47.0% | -38.1% | +9.7% |
| All | +8.9% | +47.0% | -38.1% | +9.7% |
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