+514.7%
CVX vs CAPR
-99.1%
+613.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.3% |
| 7D | +3.3% | -2.0% | +5.3% | +3.4% |
| 30D | +12.9% | +139.2% | -126.3% | +11.6% |
| 3M | +11.7% | -66.4% | +78.1% | +12.2% |
| 6M | +14.1% | -63.1% | +77.3% | +14.4% |
| YTD | +40.7% | -67.4% | +108.1% | +41.1% |
| 1Y | +37.5% | +58.2% | -20.8% | +32.1% |
| 3Y | +43.9% | +42.2% | +1.7% | +36.1% |
| 5Y | +161.5% | +87.3% | +74.2% | +144.6% |
| 10Y | +215.1% | -75.3% | +290.4% | +184.0% |
| All | +514.7% | -99.1% | +613.7% | +451.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling