+4,775.6%
CVX vs ADP
+12,213.2%
-7,437.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.3% |
| 7D | -9.7% | +3.2% | -13.0% | -10.9% |
| 30D | +3.6% | +14.9% | -11.3% | -2.0% |
| 3M | +13.3% | +11.6% | +1.7% | +8.1% |
| 6M | +16.9% | +48.5% | -31.6% | -0.8% |
| YTD | +43.4% | +20.6% | +22.8% | +31.2% |
| 1Y | +44.5% | +23.7% | +20.8% | +30.8% |
| 3Y | +64.0% | +47.8% | +16.2% | +36.8% |
| 5Y | +126.4% | +47.7% | +78.7% | +85.3% |
| 10Y | +209.4% | +324.0% | -114.6% | +70.8% |
| All | +4,775.6% | +12,213.2% | -7,437.6% | +1,144.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling