+44.5%
CVX vs ARM
+4.6%
+39.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | +0.2% |
| 7D | -9.7% | -15.2% | +5.5% | -10.9% |
| 30D | +3.6% | -40.7% | +44.3% | -0.6% |
| 3M | +13.3% | -39.1% | +52.4% | +9.5% |
| 6M | +16.9% | -26.4% | +43.3% | +16.7% |
| YTD | +43.4% | +59.7% | -16.4% | +52.3% |
| 1Y | +44.5% | +10.3% | +34.1% | +50.2% |
| All | +44.5% | +4.6% | +39.9% | +50.2% |
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