+214.5%
CVX vs BAX
-35.8%
+250.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.6% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | -1.0% | +4.1% | -5.0% | -2.2% |
| 3M | +12.2% | -4.5% | +16.7% | +12.8% |
| 6M | +20.3% | +49.2% | -28.9% | +7.6% |
| YTD | +48.3% | +35.2% | +13.1% | +34.0% |
| 1Y | +46.9% | +38.3% | +8.6% | +31.7% |
| 3Y | +73.1% | -19.0% | +92.2% | +74.6% |
| 5Y | +135.2% | -64.2% | +199.4% | +210.9% |
| All | +214.5% | -35.8% | +250.4% | +278.5% |
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