+67.5%
CVX vs ACN
-13.1%
+80.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.1% |
| 7D | -6.2% | +1.6% | -7.8% | -6.4% |
| 30D | -0.4% | +24.6% | -25.0% | -2.4% |
| 3M | +9.3% | +46.2% | -36.9% | +5.3% |
| 6M | +18.4% | +46.2% | -27.8% | +13.5% |
| YTD | +42.5% | -0.9% | +43.3% | +41.6% |
| 1Y | +41.0% | +8.8% | +32.3% | +38.4% |
| 3Y | +67.5% | -14.3% | +81.8% | +66.2% |
| All | +67.5% | -13.1% | +80.6% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling