+198.8%
CVX vs CB
+246.9%
-48.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.3% | -0.7% |
| 7D | -6.2% | +0.7% | -6.9% | -6.7% |
| 30D | -0.4% | +8.2% | -8.5% | -5.1% |
| 3M | +9.3% | +6.3% | +3.0% | +5.1% |
| 6M | +18.4% | +16.2% | +2.2% | +7.4% |
| YTD | +42.5% | +19.3% | +23.1% | +26.6% |
| 1Y | +41.0% | +29.2% | +11.8% | +19.2% |
| 3Y | +67.5% | +71.4% | -3.9% | +15.5% |
| 5Y | +126.1% | +104.2% | +21.9% | +34.9% |
| 10Y | +198.8% | +246.7% | -47.9% | +24.5% |
| All | +198.8% | +246.9% | -48.2% | +24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling