+67.5%
CVX vs ADI
+143.5%
-76.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.2% |
| 7D | -6.2% | -6.3% | +0.1% | -5.7% |
| 30D | -0.4% | -3.2% | +2.8% | -0.2% |
| 3M | +9.3% | +2.8% | +6.6% | +8.8% |
| 6M | +18.4% | -5.0% | +23.4% | +18.4% |
| YTD | +42.5% | +46.3% | -3.9% | +30.9% |
| 1Y | +41.0% | +71.6% | -30.6% | +24.9% |
| 3Y | +67.5% | +139.2% | -71.7% | +33.9% |
| All | +67.5% | +143.5% | -76.0% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling