+189.3%
CAT vs CVX
+125.4%
+63.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -10.3% | -9.7% | -0.6% | -6.3% |
| 30D | -31.2% | +3.6% | -34.8% | -32.5% |
| 3M | -34.7% | +13.3% | -48.0% | -38.5% |
| 6M | -39.5% | +16.9% | -56.4% | -44.5% |
| YTD | -1.7% | +43.4% | -45.1% | -20.9% |
| 1Y | -1.1% | +44.5% | -45.6% | -21.0% |
| 3Y | +143.9% | +64.0% | +79.9% | +78.1% |
| All | +189.3% | +125.4% | +63.9% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling