+166.0%
CVX vs ACI
-44.9%
+210.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.8% | +1.0% |
| 7D | -0.6% | -2.6% | +2.0% | -0.3% |
| 30D | +13.4% | +1.1% | +12.4% | +13.2% |
| 3M | +11.8% | -23.6% | +35.5% | +15.6% |
| 6M | +12.4% | -29.9% | +42.4% | +17.7% |
| YTD | +41.5% | -26.9% | +68.4% | +46.9% |
| 1Y | +41.6% | -34.2% | +75.9% | +49.2% |
| 3Y | +42.2% | -43.6% | +85.9% | +52.9% |
| 5Y | +166.0% | -42.4% | +208.4% | +181.3% |
| All | +166.0% | -44.9% | +210.9% | +181.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 5y: compounded portfolio wealth divided by compounded ACI 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…
5y analysis · Full analysis span regression · 6 months rolling