+172.2%
CVX vs BWA
+89.5%
+82.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.2% |
| 7D | +1.0% | +0.1% | +0.8% | +0.9% |
| 30D | +10.7% | -5.6% | +16.2% | +11.7% |
| 3M | +15.5% | -10.7% | +26.2% | +17.6% |
| 6M | +14.9% | +23.2% | -8.3% | +8.5% |
| YTD | +44.2% | +46.0% | -1.8% | +29.2% |
| 1Y | +43.5% | +51.2% | -7.6% | +27.0% |
| 3Y | +45.0% | +69.6% | -24.6% | +21.0% |
| 5Y | +172.2% | +86.6% | +85.6% | +106.7% |
| All | +172.2% | +89.5% | +82.7% | +106.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling