+219.2%
CVX vs AZO
+296.8%
-77.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +2.6% | -3.6% | +6.2% | +3.7% |
| 30D | +9.8% | -5.6% | +15.4% | +11.6% |
| 3M | +16.2% | -6.6% | +22.9% | +18.0% |
| 6M | +13.6% | -22.5% | +36.1% | +21.6% |
| YTD | +44.4% | -15.2% | +59.5% | +49.5% |
| 1Y | +40.6% | -33.9% | +74.5% | +57.5% |
| 3Y | +48.2% | +11.8% | +36.4% | +35.8% |
| 5Y | +172.3% | +85.5% | +86.7% | +97.1% |
| All | +219.2% | +296.8% | -77.6% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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