+41.0%
CVX vs ALM
+12.3%
+28.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.2% | +7.4% | 0.0% |
| 7D | -6.2% | -6.3% | +0.1% | -6.4% |
| 30D | -0.4% | -31.4% | +31.1% | -1.5% |
| 3M | +9.3% | -40.6% | +49.9% | +7.8% |
| 6M | +18.4% | -58.6% | +77.0% | +16.6% |
| YTD | +42.5% | -7.6% | +50.1% | +40.8% |
| 1Y | +41.0% | +13.8% | +27.2% | +41.0% |
| All | +41.0% | +12.3% | +28.8% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling