+64.0%
CVX vs ADP
+48.5%
+15.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.1% |
| 7D | -9.7% | +3.2% | -13.0% | -10.4% |
| 30D | +3.6% | +14.9% | -11.3% | +0.4% |
| 3M | +13.3% | +11.6% | +1.7% | +10.4% |
| 6M | +16.9% | +48.5% | -31.6% | +6.3% |
| YTD | +43.4% | +20.6% | +22.8% | +36.7% |
| 1Y | +44.5% | +23.7% | +20.8% | +36.7% |
| 3Y | +64.0% | +47.8% | +16.2% | +58.0% |
| All | +64.0% | +48.5% | +15.4% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling