+4,790.9%
CVX vs BAX
+920.2%
+3,870.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -1.7% | -0.6% | -1.1% | -1.6% |
| 30D | -0.8% | +6.3% | -7.1% | -2.7% |
| 3M | +9.4% | -4.6% | +14.0% | +10.0% |
| 6M | +17.5% | +50.4% | -32.9% | +4.8% |
| YTD | +43.8% | +38.0% | +5.8% | +29.2% |
| 1Y | +41.9% | +44.6% | -2.7% | +25.7% |
| 3Y | +69.1% | -15.1% | +84.3% | +66.8% |
| 5Y | +128.3% | -63.3% | +191.6% | +174.8% |
| 10Y | +204.9% | -34.4% | +239.3% | +214.0% |
| All | +4,790.9% | +920.2% | +3,870.7% | +2,850.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling