+47.0%
CVX vs ADVB
-76.7%
+123.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.5% | +0.9% | -3.6% |
| 7D | -5.3% | -29.5% | +24.2% | -4.9% |
| 30D | +5.1% | -66.9% | +72.0% | +6.8% |
| 3M | +14.9% | -73.7% | +88.7% | +17.0% |
| 6M | +14.9% | -64.8% | +79.6% | +15.9% |
| YTD | +46.3% | -64.0% | +110.4% | +47.7% |
| 1Y | +47.0% | -77.0% | +124.0% | +49.4% |
| All | +47.0% | -76.7% | +123.7% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling