+162.6%
CVX vs ALK
-25.3%
+187.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.4% |
| 7D | +3.3% | -0.7% | +4.0% | +3.4% |
| 30D | +12.9% | -19.2% | +32.1% | +14.5% |
| 3M | +11.7% | -1.5% | +13.2% | +11.0% |
| 6M | +14.1% | -13.1% | +27.2% | +14.8% |
| YTD | +40.7% | -16.4% | +57.1% | +41.7% |
| 1Y | +37.5% | -33.1% | +70.6% | +42.9% |
| 3Y | +43.9% | +0.6% | +43.3% | +36.0% |
| All | +162.6% | -25.3% | +187.9% | +153.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling