+209.5%
CVX vs BAX
-36.0%
+245.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.9% |
| 7D | +1.6% | +0.4% | +1.3% | +1.5% |
| 30D | -0.6% | +3.4% | -4.0% | -1.8% |
| 3M | +11.0% | -4.5% | +15.5% | +11.6% |
| 6M | +18.4% | +44.0% | -25.6% | +6.8% |
| YTD | +45.9% | +34.9% | +11.0% | +31.9% |
| 1Y | +46.7% | +37.9% | +8.8% | +31.6% |
| 3Y | +71.6% | -17.1% | +88.7% | +71.5% |
| 5Y | +131.4% | -64.3% | +195.7% | +206.1% |
| All | +209.5% | -36.0% | +245.5% | +272.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling