+42.2%
CVX vs BBWI
-44.4%
+86.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.7% |
| 7D | -0.6% | +1.6% | -2.2% | -0.7% |
| 30D | +13.4% | -6.2% | +19.7% | +13.7% |
| 3M | +11.8% | +4.3% | +7.5% | +11.0% |
| 6M | +12.4% | -7.2% | +19.6% | +12.4% |
| YTD | +41.5% | -3.0% | +44.5% | +40.0% |
| 1Y | +41.6% | -30.8% | +72.4% | +45.9% |
| 3Y | +42.2% | -43.4% | +85.6% | +42.9% |
| All | +42.2% | -44.4% | +86.7% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling