+219.2%
CVX vs BR
+189.7%
+29.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +2.6% | -3.0% | +5.6% | +3.8% |
| 30D | +9.8% | -0.3% | +10.1% | +9.8% |
| 3M | +16.2% | +17.3% | -1.1% | +8.0% |
| 6M | +13.6% | -6.7% | +20.3% | +15.7% |
| YTD | +44.4% | -23.4% | +67.8% | +59.5% |
| 1Y | +40.6% | -32.7% | +73.3% | +64.4% |
| 3Y | +48.2% | -5.9% | +54.1% | +45.5% |
| 5Y | +172.3% | +8.4% | +163.8% | +141.9% |
| All | +219.2% | +189.7% | +29.5% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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