+209.5%
CVX vs ADP
+319.4%
-110.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | +1.6% | +0.3% | +1.4% | +1.5% |
| 30D | -0.6% | +11.6% | -12.2% | -6.3% |
| 3M | +11.0% | +15.1% | -4.1% | +2.7% |
| 6M | +18.4% | +46.0% | -27.6% | -4.0% |
| YTD | +45.9% | +22.4% | +23.5% | +28.8% |
| 1Y | +46.7% | +24.5% | +22.2% | +28.1% |
| 3Y | +71.6% | +44.8% | +26.8% | +34.5% |
| 5Y | +131.4% | +49.1% | +82.4% | +71.2% |
| All | +209.5% | +319.4% | -110.0% | +43.3% |
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