+207.2%
CVX vs ALLE
+148.2%
+59.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | -0.6% | +2.8% | -3.4% | -1.8% |
| 30D | +13.4% | -7.6% | +21.1% | +17.1% |
| 3M | +11.8% | +22.8% | -10.9% | +1.0% |
| 6M | +12.4% | +4.6% | +7.8% | +8.4% |
| YTD | +41.5% | -1.2% | +42.7% | +39.3% |
| 1Y | +41.6% | -9.1% | +50.7% | +44.6% |
| 3Y | +42.2% | +50.0% | -7.7% | +10.6% |
| 5Y | +166.0% | +15.2% | +150.7% | +131.8% |
| 10Y | +207.2% | +151.1% | +56.1% | +85.8% |
| All | +207.2% | +148.2% | +59.0% | +85.8% |
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