+41.9%
CVX vs CB
+74.3%
-32.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.8% |
| 7D | +3.3% | +0.5% | +2.8% | +3.2% |
| 30D | +12.9% | -3.1% | +16.0% | +13.8% |
| 3M | +11.7% | +9.0% | +2.8% | +8.7% |
| 6M | +14.1% | +2.9% | +11.3% | +12.9% |
| YTD | +40.7% | +10.1% | +30.6% | +36.1% |
| 1Y | +37.5% | +22.8% | +14.7% | +28.5% |
| All | +41.9% | +74.3% | -32.4% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling