+41.4%
CVX vs ALB
-29.3%
+70.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.2% | -0.9% |
| 7D | +3.3% | -8.1% | +11.4% | +4.1% |
| 30D | +12.9% | +6.3% | +6.6% | +12.2% |
| 3M | +11.7% | -23.6% | +35.3% | +14.2% |
| 6M | +14.1% | -24.6% | +38.8% | +16.2% |
| YTD | +40.7% | -10.3% | +51.0% | +40.0% |
| 1Y | +37.5% | +61.5% | -24.0% | +26.7% |
| All | +41.4% | -29.3% | +70.7% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling