+1,157.1%
CAT vs CVX
+215.4%
+941.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.8% | -1.8% |
| 7D | +2.9% | +1.0% | +2.0% | +2.4% |
| 30D | -2.6% | +10.7% | -13.3% | -7.8% |
| 3M | -10.7% | +15.5% | -26.2% | -18.0% |
| 6M | +16.1% | +14.9% | +1.3% | +5.5% |
| YTD | +43.2% | +44.2% | -1.0% | +14.3% |
| 1Y | +96.8% | +43.5% | +53.3% | +56.7% |
| 3Y | +201.4% | +45.0% | +156.4% | +135.3% |
| 5Y | +332.7% | +172.2% | +160.5% | +134.2% |
| 10Y | +1,157.1% | +221.9% | +935.2% | +510.6% |
| All | +1,157.1% | +215.4% | +941.7% | +510.6% |
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