+201.0%
CVX vs ALLE
+327.3%
-126.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.2% |
| 7D | -9.7% | -0.6% | -9.2% | -9.6% |
| 30D | +3.6% | +25.3% | -21.7% | -6.0% |
| 3M | +13.3% | +10.3% | +3.1% | +8.1% |
| 6M | +16.9% | +38.0% | -21.2% | +0.1% |
| YTD | +43.4% | +17.8% | +25.6% | +30.6% |
| 1Y | +44.5% | +13.6% | +30.9% | +33.6% |
| 3Y | +64.0% | +89.2% | -25.2% | +16.1% |
| 5Y | +126.4% | +51.1% | +75.4% | +73.1% |
| 10Y | +209.4% | +228.1% | -18.7% | +63.8% |
| All | +201.0% | +327.3% | -126.3% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling