+208.5%
CVX vs AR
-27.2%
+235.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | +3.3% | +2.5% | +0.8% | +2.8% |
| 30D | +12.9% | +14.8% | -1.9% | +9.4% |
| 3M | +11.7% | +6.2% | +5.5% | +10.1% |
| 6M | +14.1% | +4.3% | +9.9% | +12.9% |
| YTD | +40.7% | +14.4% | +26.3% | +35.9% |
| 1Y | +37.5% | +21.3% | +16.2% | +30.4% |
| 3Y | +43.9% | +39.8% | +4.1% | +28.5% |
| 5Y | +161.5% | +142.1% | +19.4% | +99.6% |
| 10Y | +215.1% | +52.0% | +163.1% | +129.4% |
| All | +208.5% | -27.2% | +235.8% | +153.6% |
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