+3,286.2%
CVX vs BWA
+2,606.8%
+679.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +3.4% | +4.3% | -0.8% | +2.2% |
| 30D | -1.0% | -13.0% | +12.0% | +2.6% |
| 3M | +12.2% | -24.8% | +37.0% | +20.5% |
| 6M | +20.3% | -23.5% | +43.9% | +27.5% |
| YTD | +48.3% | +13.8% | +34.5% | +38.0% |
| 1Y | +46.9% | +13.4% | +33.5% | +36.7% |
| 3Y | +73.1% | +62.8% | +10.4% | +42.1% |
| 5Y | +135.2% | +28.5% | +106.8% | +101.0% |
| 10Y | +214.4% | +95.4% | +119.0% | +130.8% |
| All | +3,286.2% | +2,606.8% | +679.4% | +1,462.2% |
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