-10.0%
CRM vs CVX
+47.0%
-57.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.7% | +5.9% | +2.5% |
| 7D | -6.2% | -5.3% | -0.9% | -5.8% |
| 30D | -1.2% | +5.1% | -6.2% | -1.8% |
| 3M | +19.1% | +14.9% | +4.2% | +17.4% |
| 6M | +23.0% | +14.9% | +8.1% | +20.0% |
| YTD | -13.7% | +46.3% | -60.0% | -11.9% |
| 1Y | -10.0% | +47.0% | -57.0% | -8.8% |
| All | -10.0% | +47.0% | -57.0% | -8.8% |
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