+122.0%
CVX vs ARWR
-40.7%
+162.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -15.3% | +14.5% | -0.4% |
| 7D | -7.5% | -17.3% | +9.9% | -7.0% |
| 30D | -0.6% | -21.5% | +21.0% | +0.1% |
| 3M | +14.0% | -43.8% | +57.8% | +15.9% |
| 6M | +18.1% | -32.3% | +50.4% | +19.1% |
| YTD | +42.2% | -25.8% | +68.0% | +42.3% |
| 1Y | +41.3% | +25.5% | +15.8% | +36.9% |
| 3Y | +68.3% | +84.1% | -15.8% | +53.7% |
| 5Y | +122.0% | -39.2% | +161.3% | +100.6% |
| All | +122.0% | -40.7% | +162.7% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 5y: compounded portfolio wealth divided by compounded ARWR 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…
5y analysis · Full analysis span regression · 6 months rolling