+214.5%
CVX vs ADM
+133.7%
+80.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +0.2% |
| 7D | +3.4% | +4.2% | -0.8% | +1.1% |
| 30D | -1.0% | -12.8% | +11.9% | +6.5% |
| 3M | +12.2% | -8.5% | +20.7% | +17.1% |
| 6M | +20.3% | -10.9% | +31.3% | +27.1% |
| YTD | +48.3% | +29.4% | +18.9% | +26.4% |
| 1Y | +46.9% | +27.5% | +19.4% | +25.9% |
| 3Y | +73.1% | +10.3% | +62.8% | +53.0% |
| 5Y | +135.2% | +27.4% | +107.9% | +79.8% |
| All | +214.5% | +133.7% | +80.8% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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