+64.0%
CVX vs ACM
-12.3%
+76.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -9.7% | +5.4% | -15.1% | -10.3% |
| 30D | +3.6% | +15.1% | -11.5% | +1.9% |
| 3M | +13.3% | -10.5% | +23.8% | +14.7% |
| 6M | +16.9% | -19.7% | +36.6% | +20.4% |
| YTD | +43.4% | -28.8% | +72.2% | +50.5% |
| 1Y | +44.5% | -47.9% | +92.4% | +64.5% |
| 3Y | +64.0% | -12.4% | +76.3% | +60.2% |
| All | +64.0% | -12.3% | +76.3% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling