+162.6%
CVX vs ADP
+49.8%
+112.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.7% |
| 7D | +3.3% | -3.4% | +6.8% | +4.3% |
| 30D | +12.9% | +2.8% | +10.1% | +12.0% |
| 3M | +11.7% | +20.9% | -9.2% | +5.7% |
| 6M | +14.1% | +29.9% | -15.7% | +5.6% |
| YTD | +40.7% | +9.6% | +31.0% | +36.4% |
| 1Y | +37.5% | -5.3% | +42.8% | +39.3% |
| 3Y | +43.9% | +16.5% | +27.5% | +35.9% |
| All | +162.6% | +49.8% | +112.8% | +128.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling