+43.5%
CVX vs ACM
-48.7%
+92.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +1.9% |
| 7D | +1.0% | -3.7% | +4.6% | +0.9% |
| 30D | +10.7% | -12.7% | +23.3% | +10.4% |
| 3M | +15.5% | -9.8% | +25.3% | +15.1% |
| 6M | +14.9% | -31.4% | +46.3% | +16.3% |
| YTD | +44.2% | -32.1% | +76.3% | +45.7% |
| 1Y | +43.5% | -47.8% | +91.3% | +51.0% |
| All | +43.5% | -48.7% | +92.2% | +51.0% |
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 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