+41.6%
CVX vs ABCL
+171.1%
-129.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -0.6% | +1.4% | -2.0% | -0.6% |
| 30D | +13.4% | +65.1% | -51.6% | +14.8% |
| 3M | +11.8% | +111.1% | -99.2% | +14.9% |
| 6M | +12.4% | +231.6% | -219.2% | +17.8% |
| YTD | +41.5% | +234.5% | -193.0% | +47.9% |
| 1Y | +41.6% | +174.3% | -132.7% | +50.3% |
| All | +41.6% | +171.1% | -129.5% | +50.3% |
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