+125.6%
CVX vs ADP
+47.3%
+78.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.2% |
| 7D | -9.7% | +3.2% | -13.0% | -10.5% |
| 30D | +3.6% | +14.9% | -11.3% | -0.2% |
| 3M | +13.3% | +11.6% | +1.7% | +9.8% |
| 6M | +16.9% | +48.5% | -31.6% | +4.3% |
| YTD | +43.4% | +20.6% | +22.8% | +35.3% |
| 1Y | +44.5% | +23.7% | +20.8% | +35.2% |
| 3Y | +64.0% | +47.8% | +16.2% | +44.5% |
| All | +125.6% | +47.3% | +78.3% | +96.6% |
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