+208.0%
CVX vs ALLY
+99.9%
+108.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | -7.5% | -0.2% | -7.3% | -7.5% |
| 30D | -0.6% | +3.4% | -4.0% | -2.0% |
| 3M | +14.0% | -11.1% | +25.0% | +18.2% |
| 6M | +18.1% | -11.5% | +29.6% | +21.8% |
| YTD | +42.2% | -12.3% | +54.5% | +45.5% |
| 1Y | +41.3% | +1.1% | +40.2% | +36.9% |
| 3Y | +68.3% | +64.8% | +3.5% | +29.2% |
| 5Y | +122.0% | -6.9% | +128.9% | +101.5% |
| 10Y | +198.6% | +194.9% | +3.6% | +49.0% |
| All | +208.0% | +99.9% | +108.0% | +67.2% |
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