+40.6%
CVX vs BR
-31.7%
+72.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +2.6% | -3.0% | +5.6% | +2.7% |
| 30D | +9.8% | -0.3% | +10.1% | +9.8% |
| 3M | +16.2% | +17.3% | -1.1% | +15.6% |
| 6M | +13.6% | -6.7% | +20.3% | +12.3% |
| YTD | +44.4% | -23.4% | +67.8% | +45.8% |
| 1Y | +40.6% | -32.7% | +73.3% | +37.1% |
| All | +40.6% | -31.7% | +72.3% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling