+41.0%
CVX vs CB
+30.5%
+10.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.3% | -0.1% |
| 7D | -6.2% | +0.7% | -6.9% | -6.4% |
| 30D | -0.4% | +8.2% | -8.5% | -2.1% |
| 3M | +9.3% | +6.3% | +3.0% | +7.7% |
| 6M | +18.4% | +16.2% | +2.2% | +14.7% |
| YTD | +42.5% | +19.3% | +23.1% | +36.4% |
| 1Y | +41.0% | +29.2% | +11.8% | +38.4% |
| All | +41.0% | +30.5% | +10.6% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling