+47.0%
CVX vs BBWI
+2.4%
+44.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.1% | -7.8% | -3.3% |
| 7D | -5.3% | +8.8% | -14.1% | -4.7% |
| 30D | +5.1% | +34.8% | -29.7% | +7.7% |
| 3M | +14.9% | +12.9% | +2.0% | +16.1% |
| 6M | +14.9% | +29.6% | -14.7% | +17.7% |
| YTD | +46.3% | +20.8% | +25.6% | +49.9% |
| 1Y | +47.0% | +4.1% | +42.9% | +51.1% |
| All | +47.0% | +2.4% | +44.6% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling