+217.2%
CVX vs ALB
+84.6%
+132.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.1% |
| 7D | +0.7% | -7.6% | +8.3% | +2.2% |
| 30D | +9.1% | -5.6% | +14.7% | +10.2% |
| 3M | +13.1% | -16.8% | +29.9% | +16.5% |
| 6M | +16.3% | -26.3% | +42.6% | +21.4% |
| YTD | +43.5% | -13.2% | +56.7% | +43.2% |
| 1Y | +40.2% | +68.8% | -28.6% | +18.7% |
| 3Y | +44.2% | -30.7% | +74.9% | +40.7% |
| 5Y | +170.6% | -46.3% | +216.9% | +166.3% |
| All | +217.2% | +84.6% | +132.6% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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