+444.0%
CVX vs CBOE
+1,020.3%
-576.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +1.0% | -0.8% | +1.7% | +1.1% |
| 30D | +10.7% | +2.7% | +8.0% | +9.6% |
| 3M | +15.5% | +0.7% | +14.8% | +14.6% |
| 6M | +14.9% | -2.0% | +16.9% | +13.9% |
| YTD | +44.2% | +17.1% | +27.1% | +35.7% |
| 1Y | +43.5% | +26.5% | +17.0% | +32.0% |
| 3Y | +45.0% | +96.1% | -51.2% | +14.3% |
| 5Y | +172.2% | +149.3% | +22.9% | +95.6% |
| 10Y | +221.9% | +386.5% | -164.6% | +88.5% |
| All | +444.0% | +1,020.3% | -576.4% | +129.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling