+47.0%
CVX vs ACN
+10.1%
+36.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.8% | -7.5% | -3.9% |
| 7D | -5.3% | +8.6% | -13.9% | -5.8% |
| 30D | +5.1% | +36.6% | -31.5% | +3.1% |
| 3M | +14.9% | +56.3% | -41.4% | +11.8% |
| 6M | +14.9% | +49.7% | -34.8% | +11.3% |
| YTD | +46.3% | +1.3% | +45.0% | +40.9% |
| 1Y | +47.0% | +11.9% | +35.1% | +41.3% |
| All | +47.0% | +10.1% | +36.9% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 1y: compounded portfolio wealth divided by compounded ACN 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…
1y analysis · Full analysis span regression · 6 months rolling