+166.0%
CVX vs BAH
-2.8%
+168.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -0.6% | -4.3% | +3.7% | 0.0% |
| 30D | +13.4% | -4.5% | +17.9% | +14.1% |
| 3M | +11.8% | -7.6% | +19.4% | +12.7% |
| 6M | +12.4% | -10.6% | +23.0% | +13.6% |
| YTD | +41.5% | -12.6% | +54.1% | +42.6% |
| 1Y | +41.6% | -27.0% | +68.6% | +46.1% |
| 3Y | +42.2% | -31.5% | +73.7% | +39.6% |
| 5Y | +166.0% | -3.8% | +169.8% | +132.8% |
| All | +166.0% | -2.8% | +168.8% | +132.8% |
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