+1,100.7%
CVX vs A
+557.8%
+542.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | -6.2% | +1.4% | -7.6% | -6.5% |
| 30D | -0.4% | +4.3% | -4.7% | -1.3% |
| 3M | +9.3% | +19.8% | -10.5% | +5.0% |
| 6M | +18.4% | +54.4% | -36.0% | +7.3% |
| YTD | +42.5% | +31.7% | +10.7% | +32.9% |
| 1Y | +41.0% | +22.4% | +18.6% | +33.4% |
| 3Y | +67.5% | +67.7% | -0.2% | +46.2% |
| 5Y | +126.1% | +15.7% | +110.4% | +110.1% |
| 10Y | +198.8% | +308.7% | -109.9% | +116.0% |
| All | +1,100.7% | +557.8% | +542.9% | +551.6% |
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