+367.9%
CVX vs BAH
+886.2%
-518.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | +3.3% | -3.2% | +6.6% | +4.1% |
| 30D | +12.9% | +2.0% | +10.9% | +12.3% |
| 3M | +11.7% | -7.6% | +19.3% | +13.2% |
| 6M | +14.1% | -5.7% | +19.8% | +14.7% |
| YTD | +40.7% | -11.7% | +52.4% | +42.4% |
| 1Y | +37.5% | -27.4% | +64.9% | +45.0% |
| 3Y | +43.9% | -32.5% | +76.5% | +48.4% |
| 5Y | +161.5% | -3.3% | +164.8% | +140.7% |
| 10Y | +215.1% | +186.0% | +29.1% | +122.7% |
| All | +367.9% | +886.2% | -518.3% | +128.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling