+217.2%
CVX vs BWA
+153.1%
+64.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.7% |
| 7D | +0.7% | -0.1% | +0.7% | +0.6% |
| 30D | +9.1% | -5.5% | +14.6% | +10.9% |
| 3M | +13.1% | -7.6% | +20.7% | +15.3% |
| 6M | +16.3% | +25.0% | -8.7% | +4.9% |
| YTD | +43.5% | +47.0% | -3.5% | +19.8% |
| 1Y | +40.2% | +54.0% | -13.8% | +14.3% |
| 3Y | +44.2% | +70.7% | -26.4% | +9.0% |
| 5Y | +170.6% | +86.7% | +83.9% | +87.8% |
| All | +217.2% | +153.1% | +64.2% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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