+40.6%
CVX vs CAH
+57.9%
-17.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | +2.6% | -5.1% | +7.7% | +2.3% |
| 30D | +9.8% | +0.2% | +9.7% | +9.9% |
| 3M | +16.2% | +6.3% | +9.9% | +16.6% |
| 6M | +13.6% | +9.4% | +4.2% | +13.9% |
| YTD | +44.4% | +15.0% | +29.4% | +45.5% |
| 1Y | +40.6% | +55.4% | -14.8% | +44.3% |
| All | +40.6% | +57.9% | -17.3% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling