+221.9%
CVX vs BP
+132.0%
+89.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +0.6% |
| 7D | +1.0% | +4.0% | -3.0% | -1.8% |
| 30D | +10.7% | +7.8% | +2.8% | +4.7% |
| 3M | +15.5% | +8.4% | +7.1% | +8.7% |
| 6M | +14.9% | +15.1% | -0.2% | +3.1% |
| YTD | +44.2% | +36.4% | +7.8% | +13.9% |
| 1Y | +43.5% | +40.9% | +2.6% | +10.3% |
| 3Y | +45.0% | +38.8% | +6.1% | +10.1% |
| 5Y | +172.2% | +141.1% | +31.1% | +31.4% |
| 10Y | +221.9% | +133.9% | +88.0% | +52.1% |
| All | +221.9% | +132.0% | +89.9% | +52.1% |
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