+47.0%
CVX vs ACM
-46.6%
+93.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.9% | -6.6% | -3.6% |
| 7D | -5.3% | +9.5% | -14.9% | -5.1% |
| 30D | +5.1% | +14.7% | -9.6% | +5.4% |
| 3M | +14.9% | -9.5% | +24.4% | +14.7% |
| 6M | +14.9% | -18.0% | +32.9% | +15.2% |
| YTD | +46.3% | -27.3% | +73.6% | +48.1% |
| 1Y | +47.0% | -47.0% | +94.0% | +53.7% |
| All | +47.0% | -46.6% | +93.6% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling