+2,989.4%
CVX vs ALB
+2,835.3%
+154.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.2% | -0.2% |
| 7D | +3.3% | -8.1% | +11.4% | +5.4% |
| 30D | +12.9% | +6.3% | +6.6% | +10.9% |
| 3M | +11.7% | -23.6% | +35.3% | +18.3% |
| 6M | +14.1% | -24.6% | +38.8% | +19.7% |
| YTD | +40.7% | -10.3% | +51.0% | +39.4% |
| 1Y | +37.5% | +61.5% | -24.0% | +14.8% |
| 3Y | +43.9% | -34.0% | +77.9% | +40.0% |
| 5Y | +161.5% | -44.6% | +206.1% | +151.4% |
| 10Y | +215.1% | +76.1% | +139.0% | +97.5% |
| All | +2,989.4% | +2,835.3% | +154.2% | +1,029.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling