+4,808.8%
CVX vs BKR
+524.4%
+4,284.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +2.6% | -7.0% | +9.6% | +5.4% |
| 30D | +9.8% | -8.1% | +18.0% | +13.3% |
| 3M | +16.2% | -6.6% | +22.8% | +18.8% |
| 6M | +13.6% | +0.9% | +12.8% | +11.7% |
| YTD | +44.4% | +31.1% | +13.3% | +27.7% |
| 1Y | +40.6% | +27.7% | +12.9% | +25.2% |
| 3Y | +48.2% | +71.2% | -23.0% | +15.4% |
| 5Y | +172.3% | +177.6% | -5.4% | +72.1% |
| 10Y | +222.3% | +122.7% | +99.6% | +105.5% |
| All | +4,808.8% | +524.4% | +4,284.5% | +1,659.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling