+162.6%
CVX vs ACM
+5.0%
+157.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +3.3% | -3.7% | +7.1% | +4.3% |
| 30D | +12.9% | -11.1% | +24.0% | +15.8% |
| 3M | +11.7% | -8.0% | +19.7% | +13.2% |
| 6M | +14.1% | -29.7% | +43.8% | +24.9% |
| YTD | +40.7% | -29.4% | +70.1% | +52.6% |
| 1Y | +37.5% | -46.4% | +83.9% | +63.8% |
| 3Y | +43.9% | -22.3% | +66.3% | +44.9% |
| All | +162.6% | +5.0% | +157.7% | +129.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling