+204.9%
CVX vs ADP
+319.4%
-114.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | -1.7% | +0.9% | -2.6% | -2.2% |
| 30D | -0.8% | +11.9% | -12.7% | -6.6% |
| 3M | +9.4% | +13.7% | -4.3% | +1.8% |
| 6M | +17.5% | +46.8% | -29.2% | -5.0% |
| YTD | +43.8% | +21.8% | +22.1% | +27.3% |
| 1Y | +41.9% | +23.5% | +18.4% | +24.5% |
| 3Y | +69.1% | +44.1% | +25.1% | +32.9% |
| 5Y | +128.3% | +49.9% | +78.4% | +68.1% |
| 10Y | +204.9% | +318.8% | -113.8% | +42.0% |
| All | +204.9% | +319.4% | -114.5% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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