+165.4%
CVX vs BKR
+174.4%
-9.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.7% | +6.2% | +2.4% |
| 7D | +0.7% | -6.7% | +7.3% | +3.6% |
| 30D | +9.1% | -8.3% | +17.5% | +13.1% |
| 3M | +13.1% | -5.4% | +18.5% | +15.3% |
| 6M | +16.3% | +0.8% | +15.5% | +13.9% |
| YTD | +43.5% | +31.8% | +11.6% | +23.4% |
| 1Y | +40.2% | +28.6% | +11.6% | +21.3% |
| 3Y | +44.2% | +71.2% | -27.0% | +5.5% |
| All | +165.4% | +174.4% | -9.0% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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