+4,775.6%
CVX vs B
+719.1%
+4,056.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -9.7% | +9.6% | -19.3% | -10.9% |
| 30D | +3.6% | +3.5% | +0.1% | +3.0% |
| 3M | +13.3% | -1.6% | +14.9% | +13.0% |
| 6M | +16.9% | -1.7% | +18.6% | +15.9% |
| YTD | +43.4% | -5.3% | +48.7% | +41.8% |
| 1Y | +44.5% | +27.2% | +17.3% | +36.9% |
| 3Y | +64.0% | +166.1% | -102.1% | +37.9% |
| 5Y | +126.4% | +136.5% | -10.1% | +91.5% |
| 10Y | +209.4% | +172.2% | +37.1% | +147.1% |
| All | +4,775.6% | +719.1% | +4,056.5% | +3,182.2% |
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