+214.5%
CVX vs AR
-33.4%
+247.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | 0.0% |
| 7D | -9.7% | -14.3% | +4.5% | -6.5% |
| 30D | +3.6% | +1.4% | +2.2% | +3.3% |
| 3M | +13.3% | +3.4% | +10.0% | +12.3% |
| 6M | +16.9% | -2.1% | +19.0% | +17.2% |
| YTD | +43.4% | +4.7% | +38.7% | +41.1% |
| 1Y | +44.5% | +10.6% | +33.9% | +40.2% |
| 3Y | +64.0% | +24.6% | +39.4% | +50.4% |
| 5Y | +126.4% | +71.9% | +54.5% | +86.6% |
| 10Y | +209.4% | +46.4% | +163.0% | +126.6% |
| All | +214.5% | -33.4% | +247.8% | +163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling