+207.2%
CVX vs CB
+214.7%
-7.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.4% |
| 7D | -0.6% | -0.6% | 0.0% | -0.3% |
| 30D | +13.4% | -3.9% | +17.3% | +16.0% |
| 3M | +11.8% | +4.9% | +6.9% | +8.1% |
| 6M | +12.4% | +3.3% | +9.2% | +9.4% |
| YTD | +41.5% | +8.5% | +33.0% | +33.3% |
| 1Y | +41.6% | +22.1% | +19.5% | +23.7% |
| 3Y | +42.2% | +70.1% | -27.9% | -2.0% |
| 5Y | +166.0% | +97.4% | +68.6% | +61.0% |
| 10Y | +207.2% | +216.8% | -9.6% | +30.7% |
| All | +207.2% | +214.7% | -7.5% | +30.7% |
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