+4,711.1%
CVX vs BTI
+6,031.1%
-1,320.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.7% |
| 7D | -0.6% | -1.4% | +0.8% | -0.3% |
| 30D | +13.4% | -7.0% | +20.5% | +15.4% |
| 3M | +11.8% | -6.3% | +18.2% | +13.3% |
| 6M | +12.4% | -2.0% | +14.4% | +12.3% |
| YTD | +41.5% | +0.2% | +41.3% | +40.4% |
| 1Y | +41.6% | +3.8% | +37.8% | +39.0% |
| 3Y | +42.2% | +112.1% | -69.8% | +15.3% |
| 5Y | +166.0% | +113.6% | +52.4% | +114.1% |
| 10Y | +207.2% | +69.6% | +137.6% | +155.3% |
| All | +4,711.1% | +6,031.1% | -1,320.0% | +2,631.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling