+186.9%
CVX vs ABCL
-81.3%
+268.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.3% |
| 7D | +3.3% | +0.7% | +2.6% | +3.3% |
| 30D | +12.9% | +93.1% | -80.2% | +10.9% |
| 3M | +11.7% | +79.4% | -67.7% | +9.8% |
| 6M | +14.1% | +214.9% | -200.7% | +10.2% |
| YTD | +40.7% | +234.2% | -193.5% | +35.1% |
| 1Y | +37.5% | +174.8% | -137.3% | +32.6% |
| 3Y | +43.9% | +104.5% | -60.5% | +37.7% |
| 5Y | +161.5% | -39.0% | +200.5% | +154.8% |
| All | +186.9% | -81.3% | +268.1% | +197.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling