+122.0%
CVX vs BP
+103.3%
+18.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -7.5% | -6.9% | -0.6% | -3.2% |
| 30D | -0.6% | -3.6% | +3.0% | +1.6% |
| 3M | +14.0% | +8.4% | +5.5% | +8.2% |
| 6M | +18.1% | +5.3% | +12.8% | +14.0% |
| YTD | +42.2% | +33.2% | +9.0% | +17.7% |
| 1Y | +41.3% | +28.2% | +13.2% | +19.6% |
| 3Y | +68.3% | +49.2% | +19.1% | +27.3% |
| 5Y | +122.0% | +102.9% | +19.2% | +36.7% |
| All | +122.0% | +103.3% | +18.7% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling