+67.9%
CVX vs ALLE
+93.1%
-25.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +0.9% |
| 7D | -1.7% | -0.8% | -0.9% | -1.6% |
| 30D | -0.8% | +27.4% | -28.2% | -4.3% |
| 3M | +9.4% | +13.8% | -4.5% | +7.3% |
| 6M | +17.5% | +45.5% | -28.0% | +9.8% |
| YTD | +43.8% | +21.4% | +22.4% | +40.3% |
| 1Y | +41.9% | +15.4% | +26.5% | +40.5% |
| All | +67.9% | +93.1% | -25.2% | +35.3% |
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