+128.3%
CVX vs BN
+33.2%
+95.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -1.7% | -2.4% | +0.7% | -1.2% |
| 30D | -0.8% | +13.5% | -14.3% | -3.6% |
| 3M | +9.4% | -5.9% | +15.3% | +10.6% |
| 6M | +17.5% | -8.9% | +26.5% | +19.3% |
| YTD | +43.8% | -7.9% | +51.7% | +44.7% |
| 1Y | +41.9% | -8.3% | +50.2% | +42.7% |
| 3Y | +69.1% | +100.8% | -31.6% | +32.8% |
| 5Y | +128.3% | +38.2% | +90.1% | +92.0% |
| All | +128.3% | +33.2% | +95.1% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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