+172.2%
CVX vs ADI
+143.1%
+29.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +1.0% | +2.6% | -1.7% | +0.6% |
| 30D | +10.7% | -4.6% | +15.3% | +11.4% |
| 3M | +15.5% | -9.5% | +25.0% | +16.7% |
| 6M | +14.9% | +14.8% | 0.0% | +10.2% |
| YTD | +44.2% | +35.8% | +8.4% | +33.0% |
| 1Y | +43.5% | +48.9% | -5.4% | +29.3% |
| 3Y | +45.0% | +115.6% | -70.6% | +16.9% |
| 5Y | +172.2% | +135.1% | +37.1% | +109.3% |
| All | +172.2% | +143.1% | +29.1% | +109.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling