+219.2%
CVX vs CBOE
+368.5%
-149.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.9% | +1.3% |
| 7D | +2.6% | -5.8% | +8.4% | +4.4% |
| 30D | +9.8% | -3.1% | +13.0% | +10.6% |
| 3M | +16.2% | -4.8% | +21.0% | +17.1% |
| 6M | +13.6% | -0.6% | +14.2% | +11.8% |
| YTD | +44.4% | +12.8% | +31.6% | +36.2% |
| 1Y | +40.6% | +19.8% | +20.8% | +29.8% |
| 3Y | +48.2% | +86.9% | -38.8% | +13.7% |
| 5Y | +172.3% | +136.5% | +35.7% | +86.5% |
| All | +219.2% | +368.5% | -149.3% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 10y: compounded portfolio wealth divided by compounded CBOE 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…
10y analysis · Full analysis span regression · 6 months rolling