+198.8%
CVX vs BA
+27.6%
+171.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -6.2% | 0.0% | -6.3% | -6.3% |
| 30D | -0.4% | -8.9% | +8.6% | +2.2% |
| 3M | +9.3% | -25.5% | +34.8% | +18.9% |
| 6M | +18.4% | -27.0% | +45.3% | +28.1% |
| YTD | +42.5% | -20.1% | +62.6% | +48.1% |
| 1Y | +41.0% | -11.0% | +52.0% | +40.8% |
| 3Y | +67.5% | -11.8% | +79.3% | +60.6% |
| 5Y | +126.1% | -20.6% | +146.8% | +114.6% |
| 10Y | +198.8% | +26.6% | +172.1% | +156.0% |
| All | +198.8% | +27.6% | +171.1% | +156.0% |
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