+215.7%
CVX vs ACI
+25.9%
+189.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +3.3% | +0.2% | +3.2% | +3.3% |
| 30D | +12.9% | +5.9% | +7.0% | +12.1% |
| 3M | +11.7% | -19.8% | +31.5% | +14.2% |
| 6M | +14.1% | -24.7% | +38.9% | +17.6% |
| YTD | +40.7% | -24.4% | +65.1% | +44.7% |
| 1Y | +37.5% | -31.5% | +69.0% | +43.0% |
| 3Y | +43.9% | -38.7% | +82.6% | +51.1% |
| 5Y | +161.5% | -42.8% | +204.3% | +171.7% |
| All | +215.7% | +25.9% | +189.8% | +215.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling