+4,683.6%
CVX vs BBWI
+1,034.6%
+3,649.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.8% |
| 7D | +3.3% | +1.5% | +1.8% | +3.0% |
| 30D | +12.9% | -5.2% | +18.1% | +13.5% |
| 3M | +11.7% | +11.1% | +0.6% | +8.7% |
| 6M | +14.1% | -13.4% | +27.5% | +14.6% |
| YTD | +40.7% | +0.1% | +40.6% | +36.9% |
| 1Y | +37.5% | -36.1% | +73.6% | +43.4% |
| 3Y | +43.9% | -44.1% | +88.0% | +48.2% |
| 5Y | +161.5% | -66.2% | +227.7% | +183.3% |
| 10Y | +215.1% | -54.8% | +269.9% | +178.3% |
| All | +4,683.6% | +1,034.6% | +3,649.0% | +2,164.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling