+198.6%
CVX vs ALLE
+233.6%
-35.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.6% | -2.0% |
| 7D | -7.5% | -0.6% | -6.8% | -7.3% |
| 30D | -0.6% | +26.6% | -27.2% | -10.3% |
| 3M | +14.0% | +13.2% | +0.8% | +7.5% |
| 6M | +18.1% | +42.9% | -24.7% | -0.4% |
| YTD | +42.2% | +21.0% | +21.1% | +27.9% |
| 1Y | +41.3% | +15.2% | +26.2% | +30.0% |
| 3Y | +68.3% | +95.6% | -27.2% | +16.1% |
| 5Y | +122.0% | +53.4% | +68.6% | +68.2% |
| 10Y | +198.6% | +221.5% | -22.9% | +68.5% |
| All | +198.6% | +233.6% | -35.1% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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