+674.0%
CAT vs CVX
+199.5%
+474.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -6.3% | -6.2% | -0.1% | -3.1% |
| 30D | -26.8% | -0.4% | -26.4% | -26.9% |
| 3M | -30.0% | +9.3% | -39.4% | -33.6% |
| 6M | -34.6% | +18.4% | -53.0% | -41.2% |
| YTD | +2.9% | +42.5% | -39.5% | -17.7% |
| 1Y | +3.3% | +41.0% | -37.8% | -17.2% |
| 3Y | +153.7% | +67.5% | +86.2% | +82.4% |
| 5Y | +207.3% | +126.1% | +81.2% | +83.5% |
| 10Y | +674.0% | +198.8% | +475.2% | +292.0% |
| All | +674.0% | +199.5% | +474.6% | +292.0% |
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