+42.2%
CVX vs BWA
+72.9%
-30.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.8% |
| 7D | -0.6% | +4.3% | -4.9% | -1.1% |
| 30D | +13.4% | -2.9% | +16.3% | +13.8% |
| 3M | +11.8% | -12.4% | +24.3% | +13.6% |
| 6M | +12.4% | +28.6% | -16.1% | +7.3% |
| YTD | +41.5% | +48.2% | -6.7% | +29.8% |
| 1Y | +41.6% | +50.9% | -9.3% | +29.1% |
| 3Y | +42.2% | +72.2% | -29.9% | +17.2% |
| All | +42.2% | +72.9% | -30.7% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling