+170.6%
CVX vs BR
+7.7%
+162.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +0.7% | -6.0% | +6.6% | +1.9% |
| 30D | +9.1% | -0.9% | +10.0% | +9.2% |
| 3M | +13.1% | +16.4% | -3.3% | +9.3% |
| 6M | +16.3% | -8.2% | +24.4% | +17.9% |
| YTD | +43.5% | -23.2% | +66.7% | +51.7% |
| 1Y | +40.2% | -30.9% | +71.1% | +52.0% |
| 3Y | +44.2% | -5.0% | +49.2% | +44.1% |
| 5Y | +170.6% | +8.8% | +161.9% | +158.8% |
| All | +170.6% | +7.7% | +162.9% | +158.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling