+64.0%
CVX vs CAPR
+214.7%
-150.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.8% | -0.2% |
| 7D | -9.7% | +41.1% | -50.8% | -9.8% |
| 30D | +3.6% | +11.1% | -7.5% | +3.6% |
| 3M | +13.3% | +115.3% | -102.0% | +12.9% |
| 6M | +16.9% | -73.8% | +90.7% | +17.1% |
| YTD | +43.4% | -68.8% | +112.2% | +43.6% |
| 1Y | +44.5% | +43.3% | +1.2% | +42.2% |
| 3Y | +64.0% | +214.7% | -150.7% | +50.1% |
| All | +64.0% | +214.7% | -150.7% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling