+47.0%
CVX vs CAPR
+47.4%
-0.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +8.3% | -11.9% | -3.7% |
| 7D | -5.3% | +43.2% | -48.5% | -5.4% |
| 30D | +5.1% | +14.7% | -9.6% | +5.1% |
| 3M | +14.9% | +113.9% | -99.0% | +14.7% |
| 6M | +14.9% | -73.4% | +88.2% | +15.0% |
| YTD | +46.3% | -69.1% | +115.4% | +46.4% |
| 1Y | +47.0% | +47.2% | -0.2% | +45.6% |
| All | +47.0% | +47.4% | -0.4% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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