+214.5%
CVX vs ALM
+2,100.8%
-1,886.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.1% | +1.5% |
| 7D | +3.4% | +1.2% | +2.2% | +3.4% |
| 30D | -1.0% | -19.3% | +18.4% | -0.6% |
| 3M | +12.2% | -40.6% | +52.8% | +13.1% |
| 6M | +20.3% | -57.9% | +78.3% | +22.0% |
| YTD | +48.3% | -6.7% | +55.0% | +46.4% |
| 1Y | +46.9% | +20.2% | +26.7% | +43.9% |
| 3Y | +73.1% | +879.4% | -806.3% | +56.3% |
| 5Y | +135.2% | +415.3% | -280.1% | +114.3% |
| All | +214.5% | +2,100.8% | -1,886.3% | +187.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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