+219.2%
CVX vs BTI
+73.8%
+145.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +2.6% | -0.2% | +2.8% | +2.7% |
| 30D | +9.8% | -1.1% | +10.9% | +10.2% |
| 3M | +16.2% | -8.8% | +25.0% | +19.7% |
| 6M | +13.6% | -4.0% | +17.6% | +14.1% |
| YTD | +44.4% | +0.4% | +44.0% | +42.0% |
| 1Y | +40.6% | +1.9% | +38.7% | +37.1% |
| 3Y | +48.2% | +108.5% | -60.3% | +3.5% |
| 5Y | +172.3% | +118.5% | +53.7% | +82.2% |
| All | +219.2% | +73.8% | +145.4% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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