+51.7%
CVX vs ALAB
+311.3%
-259.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -6.2% | -7.5% | +1.2% | -6.2% |
| 30D | -0.4% | -36.8% | +36.5% | -0.2% |
| 3M | +9.3% | -31.9% | +41.2% | +9.4% |
| 6M | +18.4% | +8.2% | +10.2% | +16.2% |
| YTD | +42.5% | +29.9% | +12.5% | +38.2% |
| 1Y | +41.0% | +24.4% | +16.6% | +36.9% |
| All | +51.7% | +311.3% | -259.6% | +36.3% |
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