+42.1%
CVX vs ALLE
+42.6%
-0.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | +3.3% | -0.2% | +3.6% | +3.4% |
| 30D | +12.9% | -6.8% | +19.7% | +14.0% |
| 3M | +11.7% | +21.0% | -9.3% | +7.5% |
| 6M | +14.1% | +1.1% | +13.0% | +14.5% |
| YTD | +40.7% | -0.5% | +41.2% | +41.3% |
| 1Y | +37.5% | -7.3% | +44.8% | +40.6% |
| All | +42.1% | +42.6% | -0.5% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling