+479.4%
CVX vs ACM
+233.3%
+246.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -9.7% | +5.4% | -15.1% | -11.7% |
| 30D | +3.6% | +15.1% | -11.5% | -2.2% |
| 3M | +13.3% | -10.5% | +23.8% | +16.9% |
| 6M | +16.9% | -19.7% | +36.6% | +24.7% |
| YTD | +43.4% | -28.8% | +72.2% | +58.8% |
| 1Y | +44.5% | -47.9% | +92.4% | +81.3% |
| 3Y | +64.0% | -12.4% | +76.3% | +61.9% |
| 5Y | +126.4% | +0.6% | +125.9% | +107.6% |
| 10Y | +209.4% | +161.3% | +48.1% | +85.0% |
| All | +479.4% | +233.3% | +246.1% | +160.0% |
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 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