+1,129.9%
CVX vs A
+539.8%
+590.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.7% | +1.9% |
| 7D | +1.6% | +0.7% | +0.9% | +1.4% |
| 30D | -0.6% | +0.8% | -1.5% | -0.9% |
| 3M | +11.0% | +16.9% | -5.9% | +7.2% |
| 6M | +18.4% | +53.8% | -35.3% | +7.4% |
| YTD | +45.9% | +28.1% | +17.8% | +36.8% |
| 1Y | +46.7% | +15.0% | +31.6% | +40.5% |
| 3Y | +71.6% | +63.1% | +8.5% | +50.6% |
| 5Y | +131.4% | +11.5% | +120.0% | +116.7% |
| 10Y | +209.3% | +303.2% | -93.8% | +124.3% |
| All | +1,129.9% | +539.8% | +590.1% | +571.1% |
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