+41.9%
CVX vs CB
+29.2%
+12.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.6% | +0.9% |
| 7D | -1.7% | -1.0% | -0.7% | -1.5% |
| 30D | -0.8% | +7.3% | -8.1% | -2.3% |
| 3M | +9.4% | +7.0% | +2.4% | +7.7% |
| 6M | +17.5% | +16.3% | +1.2% | +13.8% |
| YTD | +43.8% | +19.7% | +24.1% | +37.6% |
| 1Y | +41.9% | +27.8% | +14.1% | +40.2% |
| All | +41.9% | +29.2% | +12.6% | +40.2% |
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