+4,711.1%
CVX vs CAH
+14,665.6%
-9,954.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.2% |
| 7D | -0.6% | +0.5% | -1.1% | -0.7% |
| 30D | +13.4% | +1.7% | +11.7% | +12.9% |
| 3M | +11.8% | +17.9% | -6.0% | +7.3% |
| 6M | +12.4% | +10.9% | +1.5% | +9.2% |
| YTD | +41.5% | +17.9% | +23.6% | +35.0% |
| 1Y | +41.6% | +61.7% | -20.1% | +24.4% |
| 3Y | +42.2% | +183.7% | -141.5% | +7.7% |
| 5Y | +166.0% | +401.3% | -235.4% | +73.7% |
| 10Y | +207.2% | +293.7% | -86.4% | +104.2% |
| All | +4,711.1% | +14,665.6% | -9,954.4% | +2,047.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling