+122.0%
CVX vs BAH
+9.2%
+112.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.4% | -1.1% |
| 7D | -7.5% | -1.5% | -6.0% | -7.3% |
| 30D | -0.6% | +17.3% | -17.8% | -2.7% |
| 3M | +14.0% | +14.9% | -0.9% | +11.8% |
| 6M | +18.1% | +14.2% | +3.9% | +15.5% |
| YTD | +42.2% | +5.1% | +37.0% | +39.7% |
| 1Y | +41.3% | +2.1% | +39.2% | +39.3% |
| 3Y | +68.3% | -26.0% | +94.3% | +65.7% |
| 5Y | +122.0% | +9.0% | +113.1% | +90.8% |
| All | +122.0% | +9.2% | +112.8% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling