+421.2%
CVX vs ACWI
+330.0%
+91.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | -9.7% | -2.4% | -7.4% | -7.8% |
| 30D | +3.6% | -5.2% | +8.8% | +8.7% |
| 3M | +13.3% | -4.8% | +18.2% | +18.1% |
| 6M | +16.9% | -1.3% | +18.2% | +16.4% |
| 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% | -8.7% |
| 5Y | +126.4% | +55.3% | +71.1% | +35.6% |
| 10Y | +209.4% | +223.2% | -13.8% | -9.7% |
| All | +421.2% | +330.0% | +91.3% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling