+125.6%
CVX vs ALB
-61.7%
+187.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.3% |
| 7D | -9.7% | +9.1% | -18.8% | -10.7% |
| 30D | +3.6% | -3.4% | +7.0% | +3.9% |
| 3M | +13.3% | -20.6% | +33.9% | +16.1% |
| 6M | +16.9% | -48.2% | +65.1% | +25.8% |
| YTD | +43.4% | -29.2% | +72.6% | +46.4% |
| 1Y | +44.5% | +10.0% | +34.5% | +37.8% |
| 3Y | +64.0% | -12.9% | +76.9% | +52.6% |
| All | +125.6% | -61.7% | +187.4% | +137.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling