+219.2%
CVX vs BRKR
+155.3%
+63.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | +2.6% | -8.7% | +11.3% | +4.2% |
| 30D | +9.8% | -9.9% | +19.7% | +11.7% |
| 3M | +16.2% | -3.1% | +19.3% | +15.1% |
| 6M | +13.6% | +45.5% | -31.9% | +1.9% |
| YTD | +44.4% | +13.7% | +30.7% | +36.1% |
| 1Y | +40.6% | +67.4% | -26.8% | +20.1% |
| 3Y | +48.2% | -13.2% | +61.4% | +40.5% |
| 5Y | +172.3% | -39.5% | +211.7% | +181.0% |
| All | +219.2% | +155.3% | +63.9% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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