+209.5%
CVX vs ALB
+34.2%
+175.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | +1.6% | -3.6% | +5.2% | +2.3% |
| 30D | -0.6% | -2.9% | +2.2% | -0.3% |
| 3M | +11.0% | -25.8% | +36.9% | +17.0% |
| 6M | +18.4% | -53.6% | +72.0% | +36.2% |
| YTD | +45.9% | -32.4% | +78.3% | +52.2% |
| 1Y | +46.7% | -13.0% | +59.7% | +44.1% |
| 3Y | +71.6% | -15.0% | +86.6% | +55.8% |
| 5Y | +131.4% | -63.5% | +195.0% | +150.4% |
| All | +209.5% | +34.2% | +175.2% | +91.1% |
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