+3,191.3%
CVX vs ARWR
-97.0%
+3,288.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +3.3% | +1.7% | +1.7% | +3.3% |
| 30D | +12.9% | -0.7% | +13.5% | +12.9% |
| 3M | +11.7% | +14.9% | -3.2% | +11.6% |
| 6M | +14.1% | +32.6% | -18.5% | +14.0% |
| YTD | +40.7% | +30.0% | +10.6% | +40.5% |
| 1Y | +37.5% | +208.4% | -170.9% | +36.8% |
| 3Y | +43.9% | +208.8% | -164.9% | +43.0% |
| 5Y | +161.5% | +27.8% | +133.6% | +160.2% |
| 10Y | +215.1% | +1,107.6% | -892.4% | +211.4% |
| All | +3,191.3% | -97.0% | +3,288.3% | +3,412.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling