+47.3%
CVX vs AU
+574.0%
-526.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.6% |
| 7D | +0.7% | -7.0% | +7.7% | +0.6% |
| 30D | +9.1% | +7.3% | +1.9% | +9.2% |
| 3M | +13.1% | +33.2% | -20.1% | +13.5% |
| 6M | +16.3% | -0.6% | +16.9% | +16.9% |
| YTD | +43.5% | +26.2% | +17.3% | +42.6% |
| 1Y | +40.2% | +68.3% | -28.1% | +37.2% |
| All | +47.3% | +574.0% | -526.7% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 3y: compounded portfolio wealth divided by compounded AU 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…
3y analysis · Full analysis span regression · 6 months rolling