+42.2%
CVX vs BAH
-32.1%
+74.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.6% |
| 7D | -0.6% | -4.3% | +3.7% | -0.2% |
| 30D | +13.4% | -4.5% | +17.9% | +13.8% |
| 3M | +11.8% | -7.6% | +19.4% | +12.2% |
| 6M | +12.4% | -10.6% | +23.0% | +13.0% |
| YTD | +41.5% | -12.6% | +54.1% | +41.9% |
| 1Y | +41.6% | -27.0% | +68.6% | +43.3% |
| 3Y | +42.2% | -31.5% | +73.7% | +38.6% |
| All | +42.2% | -32.1% | +74.3% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling