+52.7%
CVX vs ALAB
+262.8%
-210.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.3% | -6.4% | -0.2% |
| 7D | -9.7% | -26.3% | +16.6% | -9.6% |
| 30D | +3.6% | -50.1% | +53.7% | +4.0% |
| 3M | +13.3% | -42.5% | +55.8% | +13.6% |
| 6M | +16.9% | -10.8% | +27.7% | +15.0% |
| YTD | +43.4% | +14.6% | +28.8% | +39.3% |
| 1Y | +44.5% | +17.1% | +27.4% | +39.9% |
| All | +52.7% | +262.8% | -210.2% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling