+988.9%
CVX vs ALNY
+3,976.7%
-2,987.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | +2.6% | -6.5% | +9.2% | +3.2% |
| 30D | +9.8% | +11.0% | -1.2% | +8.7% |
| 3M | +16.2% | -14.1% | +30.3% | +16.9% |
| 6M | +13.6% | -22.4% | +36.0% | +15.2% |
| YTD | +44.4% | -37.5% | +81.8% | +49.2% |
| 1Y | +40.6% | -46.9% | +87.5% | +47.4% |
| 3Y | +48.2% | +22.1% | +26.1% | +40.2% |
| 5Y | +172.3% | +31.2% | +141.1% | +148.4% |
| 10Y | +222.3% | +256.3% | -34.1% | +142.3% |
| All | +988.9% | +3,976.7% | -2,987.8% | +472.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling