+4,790.9%
CVX vs BP
+1,374.8%
+3,416.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.6% | 0.0% |
| 7D | -1.7% | -0.8% | -0.9% | -1.2% |
| 30D | -0.8% | -3.1% | +2.3% | +1.1% |
| 3M | +9.4% | +6.2% | +3.2% | +5.1% |
| 6M | +17.5% | +4.8% | +12.7% | +13.6% |
| YTD | +43.8% | +35.2% | +8.7% | +17.6% |
| 1Y | +41.9% | +27.4% | +14.5% | +20.2% |
| 3Y | +69.1% | +49.8% | +19.4% | +27.2% |
| 5Y | +128.3% | +109.4% | +18.9% | +35.9% |
| 10Y | +204.9% | +135.7% | +69.2% | +65.5% |
| All | +4,790.9% | +1,374.8% | +3,416.2% | +1,006.4% |
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