+162.6%
CVX vs AR
+143.7%
+18.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | +3.3% | +2.5% | +0.8% | +2.7% |
| 30D | +12.9% | +14.8% | -1.9% | +8.7% |
| 3M | +11.7% | +6.2% | +5.5% | +9.7% |
| 6M | +14.1% | +4.3% | +9.9% | +12.6% |
| YTD | +40.7% | +14.4% | +26.3% | +35.0% |
| 1Y | +37.5% | +21.3% | +16.2% | +29.2% |
| 3Y | +43.9% | +39.8% | +4.1% | +25.5% |
| All | +162.6% | +143.7% | +18.9% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling