+4,711.1%
CVX vs BHP
+8,048.4%
-3,337.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | -0.1% |
| 7D | -0.6% | +1.3% | -1.9% | -1.1% |
| 30D | +13.4% | +4.0% | +9.5% | +11.6% |
| 3M | +11.8% | +12.3% | -0.5% | +6.0% |
| 6M | +12.4% | +30.8% | -18.4% | -0.7% |
| YTD | +41.5% | +58.8% | -17.3% | +15.4% |
| 1Y | +41.6% | +76.8% | -35.2% | +10.4% |
| 3Y | +42.2% | +87.5% | -45.2% | +6.1% |
| 5Y | +166.0% | +123.9% | +42.1% | +80.4% |
| 10Y | +207.2% | +504.4% | -297.2% | +45.4% |
| All | +4,711.1% | +8,048.4% | -3,337.3% | +1,264.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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