+57.9%
CVX vs ALAB
+322.1%
-264.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.3% | +1.7% |
| 7D | +3.4% | +16.3% | -12.9% | +3.3% |
| 30D | -1.0% | -26.1% | +25.2% | -0.9% |
| 3M | +12.2% | -31.3% | +43.5% | +12.3% |
| 6M | +20.3% | -1.0% | +21.4% | +18.5% |
| YTD | +48.3% | +33.3% | +15.0% | +43.9% |
| 1Y | +46.9% | +53.5% | -6.6% | +41.5% |
| All | +57.9% | +322.1% | -264.2% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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