+167.0%
CVX vs BBY
+1.5%
+165.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.2% |
| 7D | +2.6% | +0.6% | +2.0% | +2.5% |
| 30D | +9.8% | +9.4% | +0.4% | +8.3% |
| 3M | +16.2% | +19.3% | -3.1% | +13.0% |
| 6M | +13.6% | +47.9% | -34.3% | +6.4% |
| YTD | +44.4% | +39.6% | +4.8% | +36.1% |
| 1Y | +40.6% | +22.2% | +18.4% | +35.3% |
| 3Y | +48.2% | +45.0% | +3.2% | +35.1% |
| All | +167.0% | +1.5% | +165.5% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 5y: compounded portfolio wealth divided by compounded BBY 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…
5y analysis · Full analysis span regression · 6 months rolling