+192.4%
CVX vs ABCL
-80.5%
+272.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.7% | -6.9% | -0.3% |
| 7D | -9.7% | -3.2% | -6.5% | -9.7% |
| 30D | +3.6% | -7.4% | +11.0% | +3.7% |
| 3M | +13.3% | +81.9% | -68.6% | +11.3% |
| 6M | +16.9% | +135.7% | -118.8% | +13.8% |
| YTD | +43.4% | +247.4% | -204.0% | +37.4% |
| 1Y | +44.5% | +162.3% | -117.8% | +39.8% |
| 3Y | +64.0% | +165.5% | -101.5% | +55.5% |
| 5Y | +126.4% | -21.3% | +147.7% | +119.8% |
| All | +192.4% | -80.5% | +272.9% | +202.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling