+3,231.7%
CVX vs BWA
+2,612.1%
+619.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.6% |
| 7D | +1.6% | +7.3% | -5.7% | -0.4% |
| 30D | -0.6% | -15.8% | +15.2% | +3.9% |
| 3M | +11.0% | -25.7% | +36.7% | +19.7% |
| 6M | +18.4% | -19.6% | +38.0% | +23.7% |
| YTD | +45.9% | +14.1% | +31.8% | +35.7% |
| 1Y | +46.7% | +12.2% | +34.5% | +36.9% |
| 3Y | +71.6% | +63.8% | +7.7% | +40.6% |
| 5Y | +131.4% | +28.7% | +102.7% | +97.7% |
| 10Y | +209.3% | +95.8% | +113.6% | +127.0% |
| All | +3,231.7% | +2,612.1% | +619.6% | +1,436.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling