+214.5%
CVX vs ALLY
+174.3%
+40.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | +3.4% | +0.4% | +3.1% | +3.3% |
| 30D | -1.0% | +5.2% | -6.2% | -3.0% |
| 3M | +12.2% | -13.3% | +25.5% | +17.4% |
| 6M | +20.3% | -6.7% | +27.0% | +21.7% |
| YTD | +48.3% | -12.8% | +61.1% | +52.1% |
| 1Y | +46.9% | +0.7% | +46.2% | +42.5% |
| 3Y | +73.1% | +65.2% | +7.9% | +32.0% |
| 5Y | +135.2% | -10.1% | +145.4% | +117.7% |
| All | +214.5% | +174.3% | +40.2% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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