+221.9%
CVX vs ACM
+124.8%
+97.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +3.2% |
| 7D | +1.0% | -3.7% | +4.6% | +2.6% |
| 30D | +10.7% | -12.7% | +23.3% | +16.4% |
| 3M | +15.5% | -9.8% | +25.3% | +18.9% |
| 6M | +14.9% | -31.4% | +46.3% | +32.9% |
| YTD | +44.2% | -32.1% | +76.3% | +65.8% |
| 1Y | +43.5% | -47.8% | +91.3% | +86.1% |
| 3Y | +45.0% | -22.1% | +67.0% | +49.0% |
| 5Y | +172.2% | +1.8% | +170.4% | +136.0% |
| 10Y | +221.9% | +132.5% | +89.4% | +85.0% |
| All | +221.9% | +124.8% | +97.1% | +85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling