+198.6%
CVX vs CAPR
-64.9%
+263.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.4% | -10.3% | -1.0% |
| 7D | -7.5% | +36.0% | -43.5% | -7.9% |
| 30D | -0.6% | +25.8% | -26.4% | -1.0% |
| 3M | +14.0% | +140.8% | -126.9% | +12.0% |
| 6M | +18.1% | -67.6% | +85.7% | +18.7% |
| YTD | +42.2% | -65.9% | +108.0% | +42.5% |
| 1Y | +41.3% | +66.1% | -24.8% | +33.2% |
| 3Y | +68.3% | +256.9% | -188.5% | +50.5% |
| 5Y | +122.0% | +172.1% | -50.1% | +96.6% |
| 10Y | +198.6% | -64.7% | +263.3% | +143.7% |
| All | +198.6% | -64.9% | +263.5% | +143.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling