+219.2%
CVX vs BB
+1.6%
+217.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | +2.6% | -0.4% | +3.0% | +2.6% |
| 30D | +9.8% | -12.5% | +22.4% | +11.0% |
| 3M | +16.2% | -17.4% | +33.6% | +17.2% |
| 6M | +13.6% | +119.1% | -105.5% | +3.3% |
| YTD | +44.4% | +102.4% | -58.0% | +32.3% |
| 1Y | +40.6% | +98.2% | -57.6% | +28.5% |
| 3Y | +48.2% | +46.9% | +1.3% | +35.5% |
| 5Y | +172.3% | -26.4% | +198.7% | +161.7% |
| All | +219.2% | +1.6% | +217.6% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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