+4,861.3%
CVX vs ADM
+1,585.0%
+3,276.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | +1.6% | +0.7% | +0.9% | +1.4% |
| 30D | -0.6% | -14.7% | +14.1% | +4.8% |
| 3M | +11.0% | -10.4% | +21.4% | +15.0% |
| 6M | +18.4% | -10.9% | +29.4% | +22.8% |
| YTD | +45.9% | +26.0% | +19.9% | +33.8% |
| 1Y | +46.7% | +26.5% | +20.2% | +34.2% |
| 3Y | +71.6% | +8.2% | +63.4% | +60.7% |
| 5Y | +131.4% | +24.0% | +107.4% | +106.2% |
| 10Y | +209.3% | +128.4% | +80.9% | +126.8% |
| All | +4,861.3% | +1,585.0% | +3,276.3% | +2,152.0% |
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