+164.4%
CVX vs ALC
-14.0%
+178.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.0% |
| 7D | +3.3% | -2.1% | +5.4% | +3.7% |
| 30D | +12.9% | -0.1% | +13.0% | +12.9% |
| 3M | +11.7% | +5.9% | +5.8% | +10.6% |
| 6M | +14.1% | -15.9% | +30.1% | +16.9% |
| YTD | +40.7% | -10.1% | +50.8% | +42.3% |
| 1Y | +37.5% | -10.2% | +47.7% | +38.9% |
| 3Y | +43.9% | -13.6% | +57.5% | +45.2% |
| All | +164.4% | -14.0% | +178.4% | +157.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling