+1,465.0%
CVX vs BB
+325.0%
+1,140.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +1.7% |
| 7D | +1.6% | +9.0% | -7.4% | +0.9% |
| 30D | -0.6% | +7.7% | -8.3% | -1.4% |
| 3M | +11.0% | +4.0% | +7.0% | +10.1% |
| 6M | +18.4% | +46.6% | -28.2% | +13.5% |
| YTD | +45.9% | +140.6% | -94.7% | +34.1% |
| 1Y | +46.7% | +103.1% | -56.4% | +36.3% |
| 3Y | +71.6% | +150.5% | -79.0% | +53.1% |
| 5Y | +131.4% | -15.4% | +146.8% | +119.9% |
| 10Y | +209.3% | +25.4% | +183.9% | +163.6% |
| All | +1,465.0% | +325.0% | +1,140.0% | +1,164.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling