+209.5%
CVX vs B
+218.7%
-9.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.6% | +1.7% |
| 7D | +1.6% | -6.2% | +7.8% | +2.2% |
| 30D | -0.6% | -6.6% | +6.0% | -0.2% |
| 3M | +11.0% | -7.9% | +18.9% | +11.5% |
| 6M | +18.4% | -16.8% | +35.2% | +19.8% |
| YTD | +45.9% | -11.7% | +57.6% | +45.4% |
| 1Y | +46.7% | +3.5% | +43.2% | +42.9% |
| 3Y | +71.6% | +165.7% | -94.1% | +43.3% |
| 5Y | +131.4% | +108.4% | +23.0% | +98.3% |
| All | +209.5% | +218.7% | -9.2% | +149.9% |
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