+214.5%
CVX vs BAH
+198.8%
+15.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +3.4% | +1.7% | +1.7% | +3.1% |
| 30D | -1.0% | +20.8% | -21.8% | -4.9% |
| 3M | +12.2% | +11.6% | +0.6% | +9.3% |
| 6M | +20.3% | +23.1% | -2.8% | +14.2% |
| YTD | +48.3% | +5.3% | +43.0% | +44.2% |
| 1Y | +46.9% | +6.1% | +40.8% | +42.3% |
| 3Y | +73.1% | -27.5% | +100.6% | +75.4% |
| 5Y | +135.2% | +6.2% | +129.0% | +106.9% |
| All | +214.5% | +198.8% | +15.8% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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