+3,493.2%
CVX vs CB
+7,037.7%
-3,544.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.4% |
| 7D | -9.7% | +0.2% | -10.0% | -9.8% |
| 30D | +3.6% | +9.1% | -5.4% | +0.9% |
| 3M | +13.3% | +3.4% | +9.9% | +12.0% |
| 6M | +16.9% | +14.1% | +2.8% | +11.9% |
| YTD | +43.4% | +18.0% | +25.4% | +35.7% |
| 1Y | +44.5% | +30.1% | +14.4% | +32.7% |
| 3Y | +64.0% | +71.8% | -7.8% | +37.4% |
| 5Y | +126.4% | +101.8% | +24.6% | +79.7% |
| 10Y | +209.4% | +252.1% | -42.8% | +110.5% |
| All | +3,493.2% | +7,037.7% | -3,544.5% | +1,544.6% |
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