+475.6%
CVX vs ACM
+252.7%
+222.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -6.2% | +6.6% | -12.8% | -8.7% |
| 30D | -0.4% | +19.8% | -20.1% | -7.6% |
| 3M | +9.3% | -3.1% | +12.5% | +9.3% |
| 6M | +18.4% | -11.5% | +29.9% | +21.4% |
| YTD | +42.5% | -24.7% | +67.1% | +54.1% |
| 1Y | +41.0% | -45.1% | +86.1% | +73.2% |
| 3Y | +67.5% | -8.9% | +76.4% | +62.8% |
| 5Y | +126.1% | +5.4% | +120.7% | +103.4% |
| 10Y | +198.8% | +131.1% | +67.7% | +87.3% |
| All | +475.6% | +252.7% | +222.8% | +152.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling