+209.1%
CVX vs CF
+575.3%
-366.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | 0.0% |
| 7D | +3.3% | +6.0% | -2.7% | +1.0% |
| 30D | +12.9% | +14.8% | -2.0% | +6.8% |
| 3M | +11.7% | +14.1% | -2.3% | +5.7% |
| 6M | +14.1% | +28.5% | -14.4% | +1.4% |
| YTD | +40.7% | +74.9% | -34.3% | +10.3% |
| 1Y | +37.5% | +61.7% | -24.2% | +10.7% |
| 3Y | +43.9% | +80.3% | -36.4% | +7.3% |
| 5Y | +161.5% | +226.0% | -64.5% | +40.0% |
| All | +209.1% | +575.3% | -366.2% | +27.2% |
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