+4,803.1%
CVX vs BAX
+844.7%
+3,958.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.4% |
| 7D | +1.0% | -5.1% | +6.1% | +2.2% |
| 30D | +10.7% | -12.2% | +22.8% | +14.1% |
| 3M | +15.5% | +21.8% | -6.3% | +9.2% |
| 6M | +14.9% | +36.3% | -21.4% | +4.8% |
| YTD | +44.2% | +27.8% | +16.4% | +32.6% |
| 1Y | +43.5% | -0.1% | +43.6% | +39.6% |
| 3Y | +45.0% | -33.3% | +78.3% | +52.5% |
| 5Y | +172.2% | -67.1% | +239.2% | +237.9% |
| 10Y | +221.9% | -36.9% | +258.8% | +236.0% |
| All | +4,803.1% | +844.7% | +3,958.4% | +2,928.2% |
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