+198.6%
CVX vs BA
+31.3%
+167.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -7.5% | -1.7% | -5.7% | -7.0% |
| 30D | -0.6% | -9.5% | +8.9% | +2.2% |
| 3M | +14.0% | -26.5% | +40.4% | +24.4% |
| 6M | +18.1% | -27.4% | +45.5% | +28.0% |
| YTD | +42.2% | -20.6% | +62.8% | +48.0% |
| 1Y | +41.3% | -11.4% | +52.8% | +41.2% |
| 3Y | +68.3% | -10.8% | +79.2% | +60.6% |
| 5Y | +122.0% | -21.9% | +144.0% | +112.0% |
| 10Y | +198.6% | +28.1% | +170.4% | +157.4% |
| All | +198.6% | +31.3% | +167.3% | +157.4% |
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