+47.0%
CVX vs CB
+34.9%
+12.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.8% | -4.1% |
| 7D | -5.3% | +5.3% | -10.6% | -6.3% |
| 30D | +5.1% | +13.2% | -8.1% | +2.3% |
| 3M | +14.9% | +7.8% | +7.2% | +13.0% |
| 6M | +14.9% | +15.8% | -0.9% | +11.2% |
| YTD | +46.3% | +21.0% | +25.4% | +39.6% |
| 1Y | +47.0% | +32.2% | +14.8% | +41.2% |
| All | +47.0% | +34.9% | +12.2% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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