+203.4%
CVX vs ALK
-41.7%
+245.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -9.7% | +9.0% | -18.8% | -11.8% |
| 30D | +3.6% | -1.6% | +5.3% | +3.5% |
| 3M | +13.3% | -23.2% | +36.5% | +19.3% |
| 6M | +16.9% | -3.9% | +20.8% | +14.2% |
| YTD | +43.4% | -22.6% | +66.0% | +45.3% |
| 1Y | +44.5% | -5.3% | +49.8% | +37.2% |
| 3Y | +64.0% | +18.6% | +45.4% | +34.1% |
| 5Y | +126.4% | -34.4% | +160.8% | +117.9% |
| All | +203.4% | -41.7% | +245.1% | +153.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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