+4,683.6%
CVX vs ALK
+839.9%
+3,843.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.5% |
| 7D | +3.3% | -0.7% | +4.0% | +3.4% |
| 30D | +12.9% | -19.2% | +32.1% | +16.1% |
| 3M | +11.7% | -1.5% | +13.2% | +10.9% |
| 6M | +14.1% | -13.1% | +27.2% | +14.1% |
| YTD | +40.7% | -16.4% | +57.1% | +41.0% |
| 1Y | +37.5% | -33.1% | +70.6% | +41.9% |
| 3Y | +43.9% | +0.6% | +43.3% | +36.1% |
| 5Y | +161.5% | -26.4% | +187.9% | +155.0% |
| 10Y | +215.1% | -34.2% | +249.3% | +198.5% |
| All | +4,683.6% | +839.9% | +3,843.7% | +2,960.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling