+221.9%
CVX vs ADP
+270.4%
-48.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.4% |
| 7D | +1.0% | -5.7% | +6.6% | +4.0% |
| 30D | +10.7% | -3.1% | +13.7% | +12.2% |
| 3M | +15.5% | +15.6% | -0.1% | +6.3% |
| 6M | +14.9% | +20.8% | -5.9% | +2.7% |
| YTD | +44.2% | +4.7% | +39.5% | +38.4% |
| 1Y | +43.5% | -8.3% | +51.8% | +47.8% |
| 3Y | +45.0% | +13.6% | +31.4% | +29.6% |
| 5Y | +172.2% | +45.0% | +127.1% | +100.2% |
| 10Y | +221.9% | +279.0% | -57.1% | +54.0% |
| All | +221.9% | +270.4% | -48.5% | +54.0% |
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