+198.8%
CVX vs CF
+494.2%
-295.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.8% |
| 7D | -6.2% | +4.8% | -11.0% | -8.1% |
| 30D | -0.4% | +9.7% | -10.1% | -4.1% |
| 3M | +9.3% | +1.2% | +8.1% | +8.2% |
| 6M | +18.4% | +7.4% | +11.0% | +14.0% |
| YTD | +42.5% | +60.5% | -18.1% | +14.7% |
| 1Y | +41.0% | +50.7% | -9.7% | +16.3% |
| 3Y | +67.5% | +64.8% | +2.7% | +28.7% |
| 5Y | +126.1% | +115.8% | +10.3% | +44.1% |
| 10Y | +198.8% | +481.0% | -282.3% | +24.4% |
| All | +198.8% | +494.2% | -295.4% | +24.4% |
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