+41.6%
CVX vs ALAB
+48.4%
-6.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.9% | +7.5% | +0.4% |
| 7D | -0.6% | +3.2% | -3.8% | -0.5% |
| 30D | +13.4% | -13.6% | +27.0% | +13.1% |
| 3M | +11.8% | -16.6% | +28.4% | +11.3% |
| 6M | +12.4% | +142.3% | -129.9% | +11.5% |
| YTD | +41.5% | +73.6% | -32.1% | +39.9% |
| 1Y | +41.6% | +33.7% | +7.9% | +40.1% |
| All | +41.6% | +48.4% | -6.8% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling