+198.8%
CVX vs ALM
+2,040.7%
-1,841.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.2% | +7.4% | +0.3% |
| 7D | -6.2% | -6.3% | +0.1% | -6.1% |
| 30D | -0.4% | -31.4% | +31.1% | +0.3% |
| 3M | +9.3% | -40.6% | +49.9% | +10.2% |
| 6M | +18.4% | -58.6% | +77.0% | +20.0% |
| YTD | +42.5% | -7.6% | +50.1% | +40.7% |
| 1Y | +41.0% | +13.8% | +27.2% | +38.4% |
| 3Y | +67.5% | +842.1% | -774.6% | +51.4% |
| 5Y | +126.1% | +407.4% | -281.3% | +106.1% |
| 10Y | +198.8% | +2,079.4% | -1,880.6% | +173.3% |
| All | +198.8% | +2,040.7% | -1,841.9% | +173.3% |
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