+209.5%
CVX vs AXON
+1,027.4%
-818.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.1% | +1.7% |
| 7D | +1.6% | -19.7% | +21.3% | +3.4% |
| 30D | -0.6% | -25.7% | +25.1% | +1.7% |
| 3M | +11.0% | -48.8% | +59.8% | +17.2% |
| 6M | +18.4% | -22.0% | +40.4% | +18.8% |
| YTD | +45.9% | -45.9% | +91.8% | +50.9% |
| 1Y | +46.7% | -46.1% | +92.7% | +51.6% |
| 3Y | +71.6% | +40.9% | +30.7% | +50.5% |
| 5Y | +131.4% | +80.2% | +51.2% | +90.4% |
| All | +209.5% | +1,027.4% | -818.0% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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