+214.5%
CVX vs CB
+250.2%
-35.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.0% |
| 7D | +3.4% | +2.9% | +0.5% | +1.7% |
| 30D | -1.0% | +7.3% | -8.3% | -5.2% |
| 3M | +12.2% | +9.4% | +2.8% | +6.1% |
| 6M | +20.3% | +19.6% | +0.7% | +7.3% |
| YTD | +48.3% | +21.5% | +26.8% | +30.5% |
| 1Y | +46.9% | +28.0% | +18.9% | +25.0% |
| 3Y | +73.1% | +74.9% | -1.8% | +18.0% |
| 5Y | +135.2% | +108.1% | +27.1% | +38.8% |
| All | +214.5% | +250.2% | -35.7% | +29.6% |
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