+4,683.6%
CVX vs BP
+1,327.5%
+3,356.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.6% |
| 7D | +3.3% | +3.9% | -0.6% | +0.8% |
| 30D | +12.9% | +7.6% | +5.3% | +7.7% |
| 3M | +11.7% | +0.7% | +11.0% | +10.9% |
| 6M | +14.1% | +15.5% | -1.3% | +3.6% |
| YTD | +40.7% | +30.8% | +9.9% | +17.6% |
| 1Y | +37.5% | +34.3% | +3.2% | +12.7% |
| 3Y | +43.9% | +35.1% | +8.9% | +15.5% |
| 5Y | +161.5% | +126.8% | +34.6% | +47.8% |
| 10Y | +215.1% | +123.4% | +91.8% | +76.8% |
| All | +4,683.6% | +1,327.5% | +3,356.1% | +1,006.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling