+34.0%
CVX vs BAM
+71.9%
-37.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.0% |
| 7D | -0.6% | -1.6% | +1.0% | -0.4% |
| 30D | +13.4% | -6.0% | +19.4% | +14.2% |
| 3M | +11.8% | +7.3% | +4.5% | +10.3% |
| 6M | +12.4% | +8.2% | +4.2% | +10.3% |
| YTD | +41.5% | -3.8% | +45.3% | +41.7% |
| 1Y | +41.6% | -10.7% | +52.3% | +43.7% |
| 3Y | +42.2% | +55.3% | -13.1% | +25.1% |
| All | +34.0% | +71.9% | -37.8% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BAM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling