+333.5%
CAT vs CVX
+162.9%
+170.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.5% | +0.8% |
| 7D | +5.6% | -0.6% | +6.2% | +5.8% |
| 30D | -2.3% | +13.4% | -15.8% | -8.0% |
| 3M | -10.0% | +11.8% | -21.8% | -15.1% |
| 6M | +21.2% | +12.4% | +8.8% | +12.4% |
| YTD | +44.4% | +41.5% | +3.0% | +17.0% |
| 1Y | +96.3% | +41.6% | +54.7% | +58.2% |
| 3Y | +203.9% | +42.2% | +161.7% | +140.2% |
| 5Y | +333.5% | +166.0% | +167.5% | +107.0% |
| All | +333.5% | +162.9% | +170.6% | +107.0% |
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