+156.8%
CVX vs BTDR
+26.7%
+130.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.8% | +0.6% |
| 7D | -0.6% | +22.4% | -23.0% | -0.6% |
| 30D | +13.4% | +16.5% | -3.0% | +13.4% |
| 3M | +11.8% | -31.5% | +43.3% | +12.1% |
| 6M | +12.4% | +74.0% | -61.6% | +11.6% |
| YTD | +41.5% | +13.0% | +28.5% | +41.1% |
| 1Y | +41.6% | -0.2% | +41.8% | +41.0% |
| 3Y | +42.2% | +9.9% | +32.4% | +41.9% |
| 5Y | +166.0% | +28.1% | +137.9% | +171.8% |
| All | +156.8% | +26.7% | +130.1% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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