+135.7%
CVX vs ALC
+20.4%
+115.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | +1.0% | -5.3% | +6.2% | +2.8% |
| 30D | +10.7% | -7.1% | +17.7% | +13.3% |
| 3M | +15.5% | +0.8% | +14.7% | +14.8% |
| 6M | +14.9% | -16.0% | +30.9% | +20.7% |
| YTD | +44.2% | -12.7% | +56.9% | +49.1% |
| 1Y | +43.5% | -12.8% | +56.4% | +47.8% |
| 3Y | +45.0% | -15.8% | +60.8% | +46.7% |
| 5Y | +172.2% | -16.7% | +188.8% | +169.7% |
| All | +135.7% | +20.4% | +115.3% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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