+1,409.0%
CVX vs BB
+258.8%
+1,150.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +3.3% | -5.6% | +9.0% | +3.8% |
| 30D | +12.9% | -11.8% | +24.7% | +13.8% |
| 3M | +11.7% | -25.5% | +37.2% | +13.4% |
| 6M | +14.1% | +121.3% | -107.1% | +6.0% |
| YTD | +40.7% | +103.2% | -62.5% | +31.4% |
| 1Y | +37.5% | +102.6% | -65.1% | +28.1% |
| 3Y | +43.9% | +37.5% | +6.4% | +34.5% |
| 5Y | +161.5% | -30.4% | +191.9% | +152.6% |
| 10Y | +215.1% | 0.0% | +215.1% | +174.0% |
| All | +1,409.0% | +258.8% | +1,150.1% | +1,139.5% |
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