+14.9%
CVX vs ALNY
-18.7%
+33.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +1.9% |
| 7D | +1.0% | -3.5% | +4.5% | +0.7% |
| 30D | +10.7% | +18.9% | -8.3% | +12.1% |
| 3M | +15.5% | -13.3% | +28.8% | +15.3% |
| 6M | +14.9% | -20.3% | +35.2% | +13.3% |
| All | +14.9% | -18.7% | +33.6% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 6mo: compounded portfolio wealth divided by compounded ALNY 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…
6mo analysis · Full analysis span regression · 6 months rolling