+42.2%
CVX vs BB
+68.2%
-25.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.5% |
| 7D | -0.6% | +0.5% | -1.1% | -0.6% |
| 30D | +13.4% | -12.4% | +25.8% | +13.6% |
| 3M | +11.8% | -15.3% | +27.1% | +11.7% |
| 6M | +12.4% | +128.8% | -116.3% | +8.7% |
| YTD | +41.5% | +107.7% | -66.2% | +37.3% |
| 1Y | +41.6% | +103.9% | -62.3% | +37.3% |
| 3Y | +42.2% | +72.6% | -30.3% | +32.9% |
| All | +42.2% | +68.2% | -25.9% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling