+219.2%
CVX vs ADI
+670.4%
-451.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.2% | -0.9% |
| 7D | +2.6% | +4.6% | -1.9% | +1.1% |
| 30D | +9.8% | -1.2% | +11.0% | +10.1% |
| 3M | +16.2% | -7.8% | +24.0% | +18.0% |
| 6M | +13.6% | +19.3% | -5.7% | +4.0% |
| YTD | +44.4% | +40.9% | +3.5% | +23.6% |
| 1Y | +40.6% | +54.5% | -13.9% | +15.7% |
| 3Y | +48.2% | +123.4% | -75.2% | +0.3% |
| 5Y | +172.3% | +142.3% | +30.0% | +69.8% |
| All | +219.2% | +670.4% | -451.2% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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