+204.9%
CVX vs CB
+248.4%
-43.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.6% | +0.8% |
| 7D | -1.7% | -1.0% | -0.7% | -1.1% |
| 30D | -0.8% | +7.3% | -8.1% | -5.0% |
| 3M | +9.4% | +7.0% | +2.4% | +4.8% |
| 6M | +17.5% | +16.3% | +1.2% | +6.5% |
| YTD | +43.8% | +19.7% | +24.1% | +27.6% |
| 1Y | +41.9% | +27.8% | +14.1% | +20.8% |
| 3Y | +69.1% | +72.0% | -2.9% | +16.4% |
| 5Y | +128.3% | +104.9% | +23.4% | +36.0% |
| 10Y | +204.9% | +246.7% | -41.8% | +26.6% |
| All | +204.9% | +248.4% | -43.5% | +26.6% |
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