+166.0%
CVX vs ACN
-42.9%
+208.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.2% |
| 7D | -0.6% | -4.8% | +4.2% | +0.1% |
| 30D | +13.4% | +1.9% | +11.6% | +13.0% |
| 3M | +11.8% | +3.9% | +8.0% | +10.6% |
| 6M | +12.4% | -15.0% | +27.5% | +14.6% |
| YTD | +41.5% | -31.9% | +73.4% | +49.4% |
| 1Y | +41.6% | -28.5% | +70.1% | +47.8% |
| 3Y | +42.2% | -41.9% | +84.1% | +52.1% |
| 5Y | +166.0% | -42.9% | +208.8% | +170.1% |
| All | +166.0% | -42.9% | +208.9% | +170.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling