+203.4%
CVX vs BA
+33.2%
+170.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -9.7% | +1.1% | -10.8% | -10.1% |
| 30D | +3.6% | -7.9% | +11.6% | +5.9% |
| 3M | +13.3% | -25.3% | +38.7% | +23.1% |
| 6M | +16.9% | -24.6% | +41.5% | +25.1% |
| YTD | +43.4% | -20.1% | +63.5% | +49.0% |
| 1Y | +44.5% | -11.8% | +56.2% | +44.6% |
| 3Y | +64.0% | -10.1% | +74.1% | +56.1% |
| 5Y | +126.4% | -22.7% | +149.2% | +117.3% |
| All | +203.4% | +33.2% | +170.2% | +162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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