+219.2%
CVX vs BAX
-38.1%
+257.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.0% |
| 7D | +2.6% | -7.9% | +10.5% | +4.5% |
| 30D | +9.8% | -11.7% | +21.5% | +12.9% |
| 3M | +16.2% | +16.2% | 0.0% | +11.1% |
| 6M | +13.6% | +32.0% | -18.4% | +4.5% |
| YTD | +44.4% | +24.7% | +19.7% | +33.5% |
| 1Y | +40.6% | -2.6% | +43.2% | +38.5% |
| 3Y | +48.2% | -35.0% | +83.2% | +59.7% |
| 5Y | +172.3% | -67.6% | +239.8% | +269.7% |
| All | +219.2% | -38.1% | +257.3% | +265.4% |
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