+41.6%
CVX vs AR
+17.5%
+24.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -0.6% | -1.8% | +1.2% | 0.0% |
| 30D | +13.4% | +12.6% | +0.8% | +9.4% |
| 3M | +11.8% | +10.0% | +1.8% | +8.4% |
| 6M | +12.4% | +0.6% | +11.8% | +11.6% |
| YTD | +41.5% | +13.4% | +28.1% | +38.1% |
| 1Y | +41.6% | +21.7% | +19.9% | +36.7% |
| All | +41.6% | +17.5% | +24.1% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling