+214.5%
CVX vs BP
+143.9%
+70.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.0% |
| 7D | +3.4% | +3.8% | -0.4% | +0.7% |
| 30D | -1.0% | -5.3% | +4.3% | +2.9% |
| 3M | +12.2% | +9.3% | +2.9% | +5.0% |
| 6M | +20.3% | +7.2% | +13.1% | +13.8% |
| YTD | +48.3% | +38.0% | +10.3% | +15.9% |
| 1Y | +46.9% | +33.2% | +13.7% | +17.5% |
| 3Y | +73.1% | +50.3% | +22.8% | +24.0% |
| 5Y | +135.2% | +114.1% | +21.1% | +24.3% |
| All | +214.5% | +143.9% | +70.6% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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