+1.4%
CRM vs CVX
+42.2%
-40.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.9% |
| 7D | -4.4% | +2.6% | -7.1% | -4.6% |
| 30D | +28.1% | +9.8% | +18.3% | +27.3% |
| 3M | +48.8% | +16.2% | +32.6% | +46.1% |
| 6M | +28.3% | +13.6% | +14.6% | +26.2% |
| YTD | -6.0% | +44.4% | -50.4% | -3.7% |
| 1Y | +1.4% | +40.6% | -39.2% | +1.0% |
| All | +1.4% | +42.2% | -40.7% | +1.0% |
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 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