+4,683.6%
CVX vs B
+803.7%
+3,879.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.0% |
| 7D | +3.3% | -1.6% | +4.9% | +3.5% |
| 30D | +12.9% | +9.4% | +3.4% | +11.3% |
| 3M | +11.7% | +5.0% | +6.7% | +10.4% |
| 6M | +14.1% | -3.5% | +17.7% | +13.4% |
| YTD | +40.7% | +4.5% | +36.2% | +37.7% |
| 1Y | +37.5% | +67.8% | -30.3% | +25.4% |
| 3Y | +43.9% | +196.7% | -152.8% | +19.6% |
| 5Y | +161.5% | +151.9% | +9.5% | +119.8% |
| 10Y | +215.1% | +202.2% | +13.0% | +148.5% |
| All | +4,683.6% | +803.7% | +3,879.9% | +3,088.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling