+166.0%
CVX vs AA
+17.0%
+148.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -3.0% | 0.0% |
| 7D | -0.6% | +1.7% | -2.2% | -0.9% |
| 30D | +13.4% | +3.3% | +10.1% | +12.7% |
| 3M | +11.8% | -29.4% | +41.2% | +17.9% |
| 6M | +12.4% | -12.8% | +25.3% | +13.0% |
| YTD | +41.5% | -2.1% | +43.6% | +38.4% |
| 1Y | +41.6% | +62.8% | -21.2% | +24.3% |
| 3Y | +42.2% | +90.5% | -48.2% | +15.0% |
| 5Y | +166.0% | +19.1% | +146.9% | +130.6% |
| All | +166.0% | +17.0% | +148.9% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 5y: compounded portfolio wealth divided by compounded AA 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…
5y analysis · Full analysis span regression · 6 months rolling