+217.2%
CVX vs A
+247.2%
-29.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | +0.7% | -4.6% | +5.3% | +2.2% |
| 30D | +9.1% | -4.3% | +13.4% | +10.5% |
| 3M | +13.1% | +8.9% | +4.1% | +9.4% |
| 6M | +16.3% | +24.5% | -8.2% | +6.1% |
| YTD | +43.5% | +5.8% | +37.7% | +38.5% |
| 1Y | +40.2% | +16.2% | +23.9% | +29.8% |
| 3Y | +44.2% | +28.5% | +15.8% | +23.2% |
| 5Y | +170.6% | -16.3% | +186.9% | +173.5% |
| All | +217.2% | +247.2% | -29.9% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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