+4,942.5%
CVX vs BBWI
+1,144.0%
+3,798.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.4% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | -1.0% | +12.9% | -13.8% | -3.3% |
| 3M | +12.2% | +16.0% | -3.8% | +8.5% |
| 6M | +20.3% | +16.6% | +3.7% | +15.0% |
| YTD | +48.3% | +9.7% | +38.6% | +41.2% |
| 1Y | +46.9% | +1.5% | +45.4% | +40.5% |
| 3Y | +73.1% | -21.4% | +94.5% | +67.0% |
| 5Y | +135.2% | -67.6% | +202.8% | +156.1% |
| 10Y | +214.4% | -46.8% | +261.2% | +168.8% |
| All | +4,942.5% | +1,144.0% | +3,798.5% | +2,235.8% |
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