+42.2%
CVX vs ALC
-15.5%
+57.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +0.8% |
| 7D | -0.6% | -3.7% | +3.1% | -0.2% |
| 30D | +13.4% | -3.7% | +17.2% | +13.9% |
| 3M | +11.8% | +4.6% | +7.3% | +11.2% |
| 6M | +12.4% | -14.6% | +27.0% | +14.3% |
| YTD | +41.5% | -11.9% | +53.4% | +42.9% |
| 1Y | +41.6% | -13.1% | +54.7% | +43.2% |
| 3Y | +42.2% | -15.0% | +57.2% | +42.5% |
| All | +42.2% | -15.5% | +57.8% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling