+214.5%
CVX vs B
+216.6%
-2.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | +3.4% | -7.3% | +10.7% | +4.1% |
| 30D | -1.0% | -3.3% | +2.4% | -0.8% |
| 3M | +12.2% | -7.8% | +20.0% | +12.7% |
| 6M | +20.3% | -15.5% | +35.9% | +21.5% |
| YTD | +48.3% | -12.3% | +60.6% | +47.9% |
| 1Y | +46.9% | +5.4% | +41.5% | +42.7% |
| 3Y | +73.1% | +165.5% | -92.4% | +44.5% |
| 5Y | +135.2% | +107.0% | +28.2% | +101.6% |
| All | +214.5% | +216.6% | -2.0% | +154.1% |
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