+170.6%
CVX vs AMCR
-9.6%
+180.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +0.7% | -5.0% | +5.6% | +1.5% |
| 30D | +9.1% | -8.0% | +17.1% | +10.6% |
| 3M | +13.1% | +14.3% | -1.2% | +9.6% |
| 6M | +16.3% | +5.3% | +10.9% | +14.2% |
| YTD | +43.5% | +7.7% | +35.8% | +39.4% |
| 1Y | +40.2% | +10.8% | +29.3% | +34.8% |
| 3Y | +44.2% | +9.6% | +34.7% | +36.3% |
| 5Y | +170.6% | -10.2% | +180.8% | +180.4% |
| All | +170.6% | -9.6% | +180.2% | +180.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 5y: compounded portfolio wealth divided by compounded AMCR 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…
5y analysis · Full analysis span regression · 6 months rolling