+238.9%
CRM vs CVX
+222.5%
+16.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | -4.4% | +2.6% | -7.1% | -5.2% |
| 30D | +28.1% | +9.8% | +18.3% | +24.5% |
| 3M | +48.8% | +16.2% | +32.6% | +41.9% |
| 6M | +28.3% | +13.6% | +14.6% | +22.9% |
| YTD | -6.0% | +44.4% | -50.4% | -16.6% |
| 1Y | +1.4% | +40.6% | -39.2% | -9.4% |
| 3Y | +11.8% | +48.2% | -36.3% | -3.2% |
| 5Y | -2.0% | +172.3% | -174.3% | -31.5% |
| All | +238.9% | +222.5% | +16.4% | +114.1% |
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