+221.9%
CVX vs ALM
+3,082.3%
-2,860.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +2.0% |
| 7D | +1.0% | +3.6% | -2.7% | +0.9% |
| 30D | +10.7% | +33.8% | -23.1% | +9.9% |
| 3M | +15.5% | +14.8% | +0.7% | +14.9% |
| 6M | +14.9% | -7.0% | +21.8% | +14.5% |
| YTD | +44.2% | +108.1% | -63.9% | +40.3% |
| 1Y | +43.5% | +313.8% | -270.3% | +36.6% |
| 3Y | +45.0% | +2,227.6% | -2,182.7% | +28.4% |
| 5Y | +172.2% | +956.6% | -784.5% | +145.1% |
| 10Y | +221.9% | +3,082.3% | -2,860.4% | +188.6% |
| All | +221.9% | +3,082.3% | -2,860.4% | +188.6% |
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