+214.5%
CVX vs CF
+479.1%
-264.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +3.4% | +4.8% | -1.4% | +1.5% |
| 30D | -1.0% | +4.7% | -5.7% | -2.9% |
| 3M | +12.2% | +7.4% | +4.8% | +8.6% |
| 6M | +20.3% | +0.6% | +19.7% | +19.1% |
| YTD | +48.3% | +64.1% | -15.8% | +18.4% |
| 1Y | +46.9% | +51.4% | -4.5% | +21.0% |
| 3Y | +73.1% | +67.8% | +5.3% | +32.0% |
| 5Y | +135.2% | +114.1% | +21.1% | +50.6% |
| All | +214.5% | +479.1% | -264.5% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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