+4,733.6%
CVX vs ADM
+1,558.2%
+3,175.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -7.5% | -7.8% | +0.4% | -4.9% |
| 30D | -0.6% | -12.6% | +12.0% | +4.0% |
| 3M | +14.0% | -8.2% | +22.2% | +17.1% |
| 6M | +18.1% | -8.9% | +27.0% | +21.5% |
| YTD | +42.2% | +24.0% | +18.2% | +31.1% |
| 1Y | +41.3% | +26.2% | +15.2% | +29.4% |
| 3Y | +68.3% | +7.0% | +61.4% | +58.3% |
| 5Y | +122.0% | +24.9% | +97.2% | +97.3% |
| 10Y | +198.6% | +102.6% | +95.9% | +126.6% |
| All | +4,733.6% | +1,558.2% | +3,175.4% | +2,106.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling