+52.9%
CVX vs ADVB
-96.8%
+149.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -23.6% | +25.2% | +2.0% |
| 7D | +3.4% | +27.8% | -24.4% | +2.7% |
| 30D | -1.0% | -50.8% | +49.8% | -0.1% |
| 3M | +12.2% | -70.5% | +82.7% | +14.2% |
| 6M | +20.3% | -46.7% | +67.1% | +20.0% |
| YTD | +48.3% | -56.7% | +105.0% | +47.5% |
| 1Y | +46.9% | -71.8% | +118.7% | +47.5% |
| All | +52.9% | -96.8% | +149.8% | +73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling