+37.5%
CVX vs ABCL
+186.8%
-149.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.3% |
| 7D | +3.3% | +0.7% | +2.6% | +3.4% |
| 30D | +12.9% | +93.1% | -80.2% | +15.2% |
| 3M | +11.7% | +79.4% | -67.7% | +14.0% |
| 6M | +14.1% | +214.9% | -200.7% | +19.6% |
| YTD | +40.7% | +234.2% | -193.5% | +47.2% |
| 1Y | +37.5% | +174.8% | -137.3% | +45.7% |
| All | +37.5% | +186.8% | -149.3% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling