+47.0%
CVX vs ARM
+18.4%
+28.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.3% | +1.6% | -4.1% |
| 7D | -5.3% | -18.7% | +13.4% | -7.0% |
| 30D | +5.1% | -36.7% | +41.8% | +1.3% |
| 3M | +14.9% | -31.6% | +46.6% | +11.9% |
| 6M | +14.9% | -5.6% | +20.5% | +17.3% |
| YTD | +46.3% | +75.5% | -29.1% | +56.4% |
| 1Y | +47.0% | +19.3% | +27.7% | +53.5% |
| All | +47.0% | +18.4% | +28.6% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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