+3,112.4%
CVX vs BWA
+3,492.4%
-380.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.0% | -2.0% |
| 7D | +3.3% | +5.7% | -2.3% | +1.7% |
| 30D | +12.9% | +1.4% | +11.5% | +12.2% |
| 3M | +11.7% | -12.1% | +23.8% | +15.0% |
| 6M | +14.1% | +28.6% | -14.4% | +4.5% |
| YTD | +40.7% | +51.1% | -10.4% | +21.8% |
| 1Y | +37.5% | +55.9% | -18.4% | +17.4% |
| 3Y | +43.9% | +70.1% | -26.2% | +17.0% |
| 5Y | +161.5% | +90.7% | +70.8% | +100.8% |
| 10Y | +215.1% | +154.0% | +61.1% | +116.0% |
| All | +3,112.4% | +3,492.4% | -380.0% | +1,278.0% |
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