+125.6%
CVX vs ALK
-34.8%
+160.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -9.7% | +9.0% | -18.8% | -10.2% |
| 30D | +3.6% | -1.6% | +5.3% | +3.7% |
| 3M | +13.3% | -23.2% | +36.5% | +15.1% |
| 6M | +16.9% | -3.9% | +20.8% | +15.8% |
| YTD | +43.4% | -22.6% | +66.0% | +45.0% |
| 1Y | +44.5% | -5.3% | +49.8% | +41.3% |
| 3Y | +64.0% | +18.6% | +45.4% | +49.2% |
| All | +125.6% | -34.8% | +160.4% | +121.8% |
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