+198.8%
CVX vs AR
+52.4%
+146.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -4.9% | -1.6% |
| 7D | -6.2% | -5.8% | -0.5% | -5.0% |
| 30D | -0.4% | +4.8% | -5.2% | -1.5% |
| 3M | +9.3% | +1.5% | +7.8% | +8.8% |
| 6M | +18.4% | +4.7% | +13.7% | +16.9% |
| YTD | +42.5% | +9.2% | +33.3% | +39.0% |
| 1Y | +41.0% | +11.2% | +29.9% | +36.8% |
| 3Y | +67.5% | +46.2% | +21.3% | +49.2% |
| 5Y | +126.1% | +98.1% | +28.1% | +83.6% |
| 10Y | +198.8% | +54.5% | +144.2% | +107.3% |
| All | +198.8% | +52.4% | +146.4% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling