+61.3%
CVX vs AS
+134.9%
-73.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.2% |
| 7D | -9.7% | +6.9% | -16.7% | -9.9% |
| 30D | +3.6% | +16.0% | -12.4% | +3.2% |
| 3M | +13.3% | -12.8% | +26.2% | +13.9% |
| 6M | +16.9% | -15.4% | +32.3% | +17.6% |
| YTD | +43.4% | -15.7% | +59.1% | +44.1% |
| 1Y | +44.5% | +6.1% | +38.4% | +41.4% |
| All | +61.3% | +134.9% | -73.6% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling