+219.2%
CVX vs BNS
+188.9%
+30.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.2% |
| 7D | +2.6% | -0.4% | +3.0% | +2.9% |
| 30D | +9.8% | +3.5% | +6.4% | +6.7% |
| 3M | +16.2% | +14.1% | +2.1% | +4.8% |
| 6M | +13.6% | +33.8% | -20.2% | -9.7% |
| YTD | +44.4% | +29.5% | +14.9% | +17.0% |
| 1Y | +40.6% | +48.4% | -7.8% | +2.3% |
| 3Y | +48.2% | +129.6% | -81.4% | -26.0% |
| 5Y | +172.3% | +96.1% | +76.2% | +50.4% |
| All | +219.2% | +188.9% | +30.3% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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