+131.4%
CVX vs ALLE
+52.7%
+78.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.5% |
| 7D | +1.6% | +1.6% | 0.0% | +1.3% |
| 30D | -0.6% | +24.1% | -24.7% | -4.7% |
| 3M | +11.0% | +14.8% | -3.8% | +8.0% |
| 6M | +18.4% | +45.9% | -27.4% | +9.0% |
| YTD | +45.9% | +20.7% | +25.2% | +40.0% |
| 1Y | +46.7% | +14.2% | +32.5% | +42.8% |
| 3Y | +71.6% | +90.7% | -19.1% | +44.4% |
| 5Y | +131.4% | +50.6% | +80.9% | +104.3% |
| All | +131.4% | +52.7% | +78.7% | +104.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling