+1,154.1%
CVX vs ACN
+2,419.8%
-1,265.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.3% |
| 7D | -6.2% | +1.6% | -7.8% | -6.8% |
| 30D | -0.4% | +24.6% | -25.0% | -7.4% |
| 3M | +9.3% | +46.2% | -36.9% | -4.4% |
| 6M | +18.4% | +46.2% | -27.8% | +1.8% |
| YTD | +42.5% | -0.9% | +43.3% | +37.4% |
| 1Y | +41.0% | +8.8% | +32.3% | +31.6% |
| 3Y | +67.5% | -14.3% | +81.8% | +65.3% |
| 5Y | +126.1% | -22.6% | +148.7% | +125.7% |
| 10Y | +198.8% | +153.7% | +45.0% | +100.9% |
| All | +1,154.1% | +2,419.8% | -1,265.8% | +420.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling