+219.2%
CVX vs CAH
+294.8%
-75.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +2.6% | -5.1% | +7.7% | +4.3% |
| 30D | +9.8% | +0.2% | +9.7% | +9.7% |
| 3M | +16.2% | +6.3% | +9.9% | +13.6% |
| 6M | +13.6% | +9.4% | +4.2% | +9.7% |
| YTD | +44.4% | +15.0% | +29.4% | +36.3% |
| 1Y | +40.6% | +55.4% | -14.8% | +18.7% |
| 3Y | +48.2% | +173.8% | -125.6% | -0.5% |
| 5Y | +172.3% | +395.2% | -222.9% | +42.5% |
| All | +219.2% | +294.8% | -75.6% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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