+203.4%
CVX vs ACWI
+219.0%
-15.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | -9.7% | -2.4% | -7.4% | -7.9% |
| 30D | +3.6% | -5.2% | +8.8% | +8.4% |
| 3M | +13.3% | -4.8% | +18.2% | +17.8% |
| 6M | +16.9% | -1.3% | +18.2% | +16.3% |
| YTD | +43.4% | +8.4% | +35.0% | +28.5% |
| 1Y | +44.5% | +11.0% | +33.5% | +26.1% |
| 3Y | +64.0% | +70.6% | -6.6% | -10.6% |
| 5Y | +126.4% | +55.3% | +71.1% | +34.8% |
| All | +203.4% | +219.0% | -15.6% | -13.6% |
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