+73.1%
CVX vs C
+221.6%
-148.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | +3.4% | +4.2% | -0.7% | +2.8% |
| 30D | -1.0% | +2.0% | -2.9% | -1.3% |
| 3M | +12.2% | -10.1% | +22.3% | +13.9% |
| 6M | +20.3% | +1.0% | +19.4% | +19.2% |
| YTD | +48.3% | +8.5% | +39.8% | +43.5% |
| 1Y | +46.9% | +25.7% | +21.2% | +36.0% |
| 3Y | +73.1% | +216.0% | -142.9% | +16.0% |
| All | +73.1% | +221.6% | -148.5% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling