+207.2%
CVX vs C
+289.2%
-82.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | -0.6% | +3.2% | -3.8% | -2.1% |
| 30D | +13.4% | +1.3% | +12.1% | +12.5% |
| 3M | +11.8% | +3.1% | +8.7% | +9.1% |
| 6M | +12.4% | +29.6% | -17.2% | -3.8% |
| YTD | +41.5% | +19.0% | +22.5% | +25.4% |
| 1Y | +41.6% | +45.6% | -4.0% | +11.9% |
| 3Y | +42.2% | +269.3% | -227.0% | -36.6% |
| 5Y | +166.0% | +131.6% | +34.4% | +51.4% |
| 10Y | +207.2% | +286.5% | -79.3% | +23.3% |
| All | +207.2% | +289.2% | -82.0% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 10y: compounded portfolio wealth divided by compounded C 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…
10y analysis · Full analysis span regression · 6 months rolling