+204.8%
CVX vs ALLY
+124.8%
+79.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +3.3% | +3.7% | -0.3% | +2.0% |
| 30D | +12.9% | -2.3% | +15.1% | +13.7% |
| 3M | +11.7% | +3.8% | +7.9% | +9.6% |
| 6M | +14.1% | +9.7% | +4.4% | +8.6% |
| YTD | +40.7% | -1.4% | +42.1% | +38.7% |
| 1Y | +37.5% | +8.2% | +29.3% | +30.2% |
| 3Y | +43.9% | +66.5% | -22.5% | +10.6% |
| 5Y | +161.5% | +1.2% | +160.3% | +131.3% |
| 10Y | +215.1% | +191.4% | +23.7% | +58.3% |
| All | +204.8% | +124.8% | +79.9% | +59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling