+3,425.4%
CVX vs CB
+6,559.4%
-3,134.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.7% |
| 7D | +3.3% | +0.5% | +2.8% | +3.2% |
| 30D | +12.9% | -3.1% | +16.0% | +13.9% |
| 3M | +11.7% | +9.0% | +2.8% | +8.6% |
| 6M | +14.1% | +2.9% | +11.3% | +12.8% |
| YTD | +40.7% | +10.1% | +30.6% | +36.1% |
| 1Y | +37.5% | +22.8% | +14.7% | +28.5% |
| 3Y | +43.9% | +73.8% | -29.9% | +20.2% |
| 5Y | +161.5% | +99.2% | +62.3% | +108.5% |
| 10Y | +215.1% | +218.2% | -3.1% | +120.8% |
| All | +3,425.4% | +6,559.4% | -3,134.0% | +1,549.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling