+198.6%
CVX vs CB
+246.2%
-47.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.6% |
| 7D | -7.5% | -1.5% | -6.0% | -6.7% |
| 30D | -0.6% | +6.5% | -7.1% | -4.4% |
| 3M | +14.0% | +4.1% | +9.9% | +11.0% |
| 6M | +18.1% | +14.4% | +3.7% | +8.1% |
| YTD | +42.2% | +17.5% | +24.7% | +27.5% |
| 1Y | +41.3% | +27.5% | +13.8% | +20.4% |
| 3Y | +68.3% | +71.6% | -3.3% | +15.9% |
| 5Y | +122.0% | +100.6% | +21.4% | +34.0% |
| 10Y | +198.6% | +243.0% | -44.4% | +25.8% |
| All | +198.6% | +246.2% | -47.6% | +25.8% |
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