+468.5%
CVX vs ACM
+230.8%
+237.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +3.3% | -3.7% | +7.1% | +4.9% |
| 30D | +12.9% | -11.1% | +24.0% | +17.4% |
| 3M | +11.7% | -8.0% | +19.7% | +13.9% |
| 6M | +14.1% | -29.7% | +43.8% | +28.7% |
| YTD | +40.7% | -29.4% | +70.1% | +57.0% |
| 1Y | +37.5% | -46.4% | +83.9% | +70.9% |
| 3Y | +43.9% | -22.3% | +66.3% | +50.0% |
| 5Y | +161.5% | +4.5% | +157.0% | +136.3% |
| 10Y | +215.1% | +127.6% | +87.5% | +99.3% |
| All | +468.5% | +230.8% | +237.7% | +157.1% |
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