+1,085.8%
CVX vs A
+457.0%
+628.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | +3.3% | -1.9% | +5.3% | +3.7% |
| 30D | +12.9% | +6.9% | +6.0% | +11.3% |
| 3M | +11.7% | +9.2% | +2.5% | +9.4% |
| 6M | +14.1% | +25.7% | -11.5% | +7.9% |
| YTD | +40.7% | +11.5% | +29.2% | +36.1% |
| 1Y | +37.5% | +18.4% | +19.1% | +31.0% |
| 3Y | +43.9% | +26.6% | +17.3% | +33.3% |
| 5Y | +161.5% | -12.8% | +174.3% | +157.9% |
| 10Y | +215.1% | +247.2% | -32.1% | +136.0% |
| All | +1,085.8% | +457.0% | +628.8% | +567.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling