+198.6%
CVX vs C
+229.8%
-31.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.3% | -2.0% |
| 7D | -7.5% | -0.9% | -6.5% | -7.2% |
| 30D | -0.6% | -5.4% | +4.8% | +1.7% |
| 3M | +14.0% | -9.2% | +23.1% | +18.6% |
| 6M | +18.1% | -1.8% | +20.0% | +16.9% |
| YTD | +42.2% | +6.7% | +35.5% | +32.1% |
| 1Y | +41.3% | +23.5% | +17.8% | +21.1% |
| 3Y | +68.3% | +219.8% | -151.4% | -19.6% |
| 5Y | +122.0% | +112.4% | +9.6% | +30.9% |
| 10Y | +198.6% | +220.1% | -21.5% | +37.2% |
| All | +198.6% | +229.8% | -31.2% | +37.2% |
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