+513.0%
CVX vs BR
+1,286.0%
-773.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.0% | +1.7% |
| 7D | -0.6% | -5.9% | +5.4% | +2.1% |
| 30D | +13.4% | +1.9% | +11.5% | +12.3% |
| 3M | +11.8% | +14.7% | -2.8% | +4.1% |
| 6M | +12.4% | -12.8% | +25.2% | +18.0% |
| YTD | +41.5% | -23.0% | +64.5% | +56.5% |
| 1Y | +41.6% | -31.7% | +73.3% | +65.3% |
| 3Y | +42.2% | -4.8% | +47.0% | +39.1% |
| 5Y | +166.0% | +7.8% | +158.1% | +136.8% |
| 10Y | +207.2% | +184.1% | +23.1% | +63.4% |
| All | +513.0% | +1,286.0% | -773.0% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling