+67.9%
CVX vs ABCL
+197.3%
-129.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +1.0% |
| 7D | -1.7% | -2.7% | +1.0% | -1.7% |
| 30D | -0.8% | -5.4% | +4.6% | -0.8% |
| 3M | +9.4% | +22.4% | -13.0% | +9.0% |
| 6M | +17.5% | +127.6% | -110.1% | +16.3% |
| YTD | +43.8% | +249.4% | -205.6% | +40.6% |
| 1Y | +41.9% | +198.0% | -156.1% | +39.4% |
| All | +67.9% | +197.3% | -129.4% | +58.7% |
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 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