+64.0%
CVX vs ABCL
+156.0%
-92.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.7% | -6.9% | -0.2% |
| 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% | +12.3% |
| 6M | +16.9% | +135.7% | -118.8% | +15.5% |
| YTD | +43.4% | +247.4% | -204.0% | +40.0% |
| 1Y | +44.5% | +162.3% | -117.8% | +42.4% |
| 3Y | +64.0% | +165.5% | -101.5% | +56.5% |
| All | +64.0% | +156.0% | -92.1% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling