+11.7%
CVX vs ARM
-33.7%
+45.4%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.2% | -0.9% |
| 7D | +3.3% | +5.5% | -2.1% | +4.0% |
| 30D | +12.9% | -8.2% | +21.1% | +12.0% |
| 3M | +11.7% | -35.9% | +47.6% | +7.1% |
| All | +11.7% | -33.7% | +45.4% | +7.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling