+125.6%
CVX vs BA
-23.0%
+148.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -9.7% | +1.1% | -10.8% | -9.9% |
| 30D | +3.6% | -7.9% | +11.6% | +4.5% |
| 3M | +13.3% | -25.3% | +38.7% | +17.0% |
| 6M | +16.9% | -24.6% | +41.5% | +20.1% |
| YTD | +43.4% | -20.1% | +63.5% | +45.4% |
| 1Y | +44.5% | -11.8% | +56.2% | +43.7% |
| 3Y | +64.0% | -10.1% | +74.1% | +58.7% |
| All | +125.6% | -23.0% | +148.6% | +119.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling