+7.1%
CRM vs CVX
+37.2%
-30.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.9% |
| 7D | +1.3% | +3.3% | -2.1% | +1.1% |
| 30D | +34.3% | +12.9% | +21.4% | +33.6% |
| 3M | +37.7% | +11.7% | +26.0% | +35.9% |
| 6M | +34.9% | +14.1% | +20.8% | +34.3% |
| YTD | -1.6% | +40.7% | -42.3% | +3.2% |
| 1Y | +7.1% | +37.5% | -30.4% | +9.5% |
| All | +7.1% | +37.2% | -30.0% | +9.5% |
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