+221.9%
CVX vs BAH
+186.6%
+35.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +1.0% | -1.3% | +2.3% | +1.2% |
| 30D | +10.7% | -6.6% | +17.3% | +12.2% |
| 3M | +15.5% | -7.2% | +22.6% | +16.9% |
| 6M | +14.9% | -10.0% | +24.9% | +16.6% |
| YTD | +44.2% | -12.5% | +56.7% | +46.1% |
| 1Y | +43.5% | -27.9% | +71.4% | +51.4% |
| 3Y | +45.0% | -31.4% | +76.4% | +46.9% |
| 5Y | +172.2% | -3.2% | +175.4% | +142.5% |
| 10Y | +221.9% | +191.5% | +30.4% | +144.1% |
| All | +221.9% | +186.6% | +35.3% | +144.1% |
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