+217.2%
CVX vs ADM
+178.5%
+38.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +0.7% | +3.0% | -2.3% | -0.9% |
| 30D | +9.1% | +8.7% | +0.4% | +4.2% |
| 3M | +13.1% | +7.6% | +5.5% | +8.4% |
| 6M | +16.3% | +26.9% | -10.6% | +1.4% |
| YTD | +43.5% | +54.3% | -10.8% | +11.9% |
| 1Y | +40.2% | +45.7% | -5.5% | +12.1% |
| 3Y | +44.2% | +21.9% | +22.3% | +22.8% |
| 5Y | +170.6% | +67.2% | +103.5% | +77.0% |
| All | +217.2% | +178.5% | +38.8% | +38.9% |
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