+48.0%
CVX vs BAX
-33.8%
+81.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.1% |
| 7D | +1.0% | -5.1% | +6.1% | +1.5% |
| 30D | +10.7% | -12.2% | +22.8% | +12.2% |
| 3M | +15.5% | +21.8% | -6.3% | +12.2% |
| 6M | +14.9% | +36.3% | -21.4% | +9.6% |
| YTD | +44.2% | +27.8% | +16.4% | +38.2% |
| 1Y | +43.5% | -0.1% | +43.6% | +43.5% |
| All | +48.0% | -33.8% | +81.8% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling