+526.5%
CVX vs CAPR
-99.1%
+625.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.8% | -0.2% |
| 7D | -9.7% | +41.1% | -50.8% | -10.1% |
| 30D | +3.6% | +11.1% | -7.5% | +3.5% |
| 3M | +13.3% | +115.3% | -102.0% | +12.1% |
| 6M | +16.9% | -73.8% | +90.7% | +17.5% |
| YTD | +43.4% | -68.8% | +112.2% | +43.8% |
| 1Y | +44.5% | +43.3% | +1.2% | +39.0% |
| 3Y | +64.0% | +214.7% | -150.7% | +53.5% |
| 5Y | +126.4% | +141.3% | -14.9% | +111.0% |
| 10Y | +209.4% | -67.0% | +276.4% | +178.4% |
| All | +526.5% | -99.1% | +625.6% | +462.0% |
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