+198.6%
CVX vs ACWI
+226.8%
-28.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -3.2% |
| 7D | -7.5% | +0.3% | -7.8% | -7.9% |
| 30D | -0.6% | -2.8% | +2.3% | +1.7% |
| 3M | +14.0% | -3.2% | +17.1% | +16.6% |
| 6M | +18.1% | +1.3% | +16.9% | +14.8% |
| YTD | +42.2% | +11.2% | +30.9% | +24.4% |
| 1Y | +41.3% | +13.8% | +27.6% | +20.6% |
| 3Y | +68.3% | +76.2% | -7.8% | -11.1% |
| 5Y | +122.0% | +59.5% | +62.6% | +29.0% |
| 10Y | +198.6% | +222.2% | -23.6% | -17.1% |
| All | +198.6% | +226.8% | -28.3% | -17.1% |
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