+665.3%
CVX vs CF
+5,315.1%
-4,649.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.4% |
| 7D | -9.7% | -3.2% | -6.6% | -8.9% |
| 30D | +3.6% | +4.3% | -0.7% | +2.1% |
| 3M | +13.3% | +2.8% | +10.5% | +12.0% |
| 6M | +16.9% | +0.6% | +16.3% | +15.8% |
| YTD | +43.4% | +56.6% | -13.2% | +22.2% |
| 1Y | +44.5% | +49.6% | -5.1% | +24.8% |
| 3Y | +64.0% | +61.5% | +2.5% | +35.1% |
| 5Y | +126.4% | +124.0% | +2.5% | +62.2% |
| 10Y | +209.4% | +573.2% | -363.8% | +52.8% |
| All | +665.3% | +5,315.1% | -4,649.8% | +124.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling