+166.0%
CVX vs ADM
+64.4%
+101.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +13.4% | +11.0% | +2.4% | +9.0% |
| 3M | +11.8% | +6.0% | +5.8% | +9.2% |
| 6M | +12.4% | +26.9% | -14.5% | +2.3% |
| YTD | +41.5% | +50.0% | -8.5% | +20.5% |
| 1Y | +41.6% | +39.6% | +2.0% | +23.5% |
| 3Y | +42.2% | +18.5% | +23.7% | +30.5% |
| 5Y | +166.0% | +62.6% | +103.4% | +109.9% |
| All | +166.0% | +64.4% | +101.5% | +109.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling