+190.5%
CVX vs ABCL
-79.6%
+270.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -6.2% | +2.3% | -8.5% | -6.3% |
| 30D | -0.4% | -0.7% | +0.3% | -0.4% |
| 3M | +9.3% | +33.4% | -24.1% | +8.3% |
| 6M | +18.4% | +137.8% | -119.4% | +15.3% |
| YTD | +42.5% | +264.3% | -221.9% | +36.4% |
| 1Y | +41.0% | +209.2% | -168.1% | +35.8% |
| 3Y | +67.5% | +208.4% | -140.9% | +58.1% |
| 5Y | +126.1% | -11.9% | +138.0% | +119.0% |
| All | +190.5% | -79.6% | +270.0% | +199.9% |
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