+203.4%
CVX vs CF
+561.7%
-358.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.4% |
| 7D | -9.7% | -3.2% | -6.6% | -8.7% |
| 30D | +3.6% | +4.3% | -0.7% | +1.7% |
| 3M | +13.3% | +2.8% | +10.5% | +11.6% |
| 6M | +16.9% | +0.6% | +16.3% | +15.5% |
| YTD | +43.4% | +56.6% | -13.2% | +16.8% |
| 1Y | +44.5% | +49.6% | -5.1% | +19.7% |
| 3Y | +64.0% | +61.5% | +2.5% | +27.2% |
| 5Y | +126.4% | +124.0% | +2.5% | +42.1% |
| All | +203.4% | +561.7% | -358.3% | +28.7% |
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