+3,127.0%
CVX vs ALL
+3,584.0%
-457.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -7.5% | -3.9% | -3.6% | -6.3% |
| 30D | -0.6% | +10.6% | -11.2% | -4.2% |
| 3M | +14.0% | -4.6% | +18.5% | +15.4% |
| 6M | +18.1% | +20.2% | -2.1% | +10.1% |
| YTD | +42.2% | +23.7% | +18.5% | +30.5% |
| 1Y | +41.3% | +27.9% | +13.4% | +28.2% |
| 3Y | +68.3% | +109.2% | -40.8% | +26.0% |
| 5Y | +122.0% | +148.0% | -26.0% | +53.1% |
| 10Y | +198.6% | +363.8% | -165.2% | +70.0% |
| All | +3,127.0% | +3,584.0% | -457.0% | +1,063.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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