+207.2%
CVX vs ACWI
+226.0%
-18.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +1.0% |
| 7D | -0.6% | +1.1% | -1.7% | -1.6% |
| 30D | +13.4% | -0.2% | +13.6% | +13.5% |
| 3M | +11.8% | +4.7% | +7.1% | +6.3% |
| 6M | +12.4% | +14.5% | -2.0% | -3.4% |
| YTD | +41.5% | +14.6% | +26.9% | +21.1% |
| 1Y | +41.6% | +21.4% | +20.2% | +13.8% |
| 3Y | +42.2% | +77.6% | -35.4% | -24.9% |
| 5Y | +166.0% | +68.1% | +97.9% | +46.7% |
| 10Y | +207.2% | +226.1% | -18.9% | -19.6% |
| All | +207.2% | +226.0% | -18.8% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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