+221.9%
CVX vs ACN
+86.3%
+135.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.6% |
| 7D | +1.0% | -6.3% | +7.3% | +3.3% |
| 30D | +10.7% | -1.4% | +12.0% | +10.8% |
| 3M | +15.5% | +2.6% | +12.9% | +12.4% |
| 6M | +14.9% | -14.3% | +29.2% | +19.2% |
| YTD | +44.2% | -33.1% | +77.3% | +64.5% |
| 1Y | +43.5% | -28.8% | +72.3% | +57.9% |
| 3Y | +45.0% | -43.0% | +87.9% | +69.7% |
| 5Y | +172.2% | -44.0% | +216.2% | +206.7% |
| 10Y | +221.9% | +88.5% | +133.4% | +83.7% |
| All | +221.9% | +86.3% | +135.6% | +83.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling