+38.2%
CVX vs BIYA
-99.8%
+138.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.6% |
| 7D | +2.6% | -1.8% | +4.4% | +2.6% |
| 30D | +9.8% | -17.5% | +27.3% | +9.9% |
| 3M | +16.2% | -78.0% | +94.2% | +17.1% |
| 6M | +13.6% | -89.5% | +103.1% | +13.8% |
| YTD | +44.4% | -94.3% | +138.6% | +45.1% |
| 1Y | +40.6% | -98.6% | +139.2% | +44.7% |
| All | +38.2% | -99.8% | +138.0% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling