+207.2%
CVX vs B
+186.6%
+20.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +0.7% |
| 7D | -0.6% | +2.3% | -2.9% | -0.8% |
| 30D | +13.4% | +1.4% | +12.1% | +13.1% |
| 3M | +11.8% | +12.2% | -0.4% | +10.0% |
| 6M | +12.4% | -2.1% | +14.6% | +11.9% |
| YTD | +41.5% | +2.9% | +38.6% | +39.2% |
| 1Y | +41.6% | +55.3% | -13.7% | +30.9% |
| 3Y | +42.2% | +198.7% | -156.4% | +17.7% |
| 5Y | +166.0% | +153.8% | +12.2% | +123.3% |
| 10Y | +207.2% | +193.4% | +13.8% | +148.4% |
| All | +207.2% | +186.6% | +20.6% | +148.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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