+198.7%
CVX vs ALM
+7,705.7%
-7,507.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | +3.3% | -2.6% | +5.9% | +3.3% |
| 30D | +12.9% | +32.0% | -19.1% | +12.8% |
| 3M | +11.7% | -15.0% | +26.8% | +11.7% |
| 6M | +14.1% | -10.1% | +24.3% | +14.1% |
| YTD | +40.7% | +99.4% | -58.7% | +40.4% |
| 1Y | +37.5% | +316.4% | -278.9% | +37.0% |
| 3Y | +43.9% | +2,022.0% | -1,978.0% | +42.9% |
| 5Y | +161.5% | +941.2% | -779.7% | +159.7% |
| 10Y | +215.1% | +2,950.3% | -2,735.2% | +212.5% |
| All | +198.7% | +7,705.7% | -7,507.1% | +194.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling