+166.0%
CVX vs CHRW
+90.3%
+75.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.3% |
| 7D | -0.6% | +1.9% | -2.5% | -0.9% |
| 30D | +13.4% | +0.9% | +12.5% | +13.2% |
| 3M | +11.8% | -19.9% | +31.7% | +15.0% |
| 6M | +12.4% | -15.8% | +28.2% | +14.3% |
| YTD | +41.5% | -5.6% | +47.1% | +40.2% |
| 1Y | +41.6% | +21.0% | +20.6% | +33.1% |
| 3Y | +42.2% | +86.0% | -43.8% | +20.2% |
| 5Y | +166.0% | +88.6% | +77.3% | +119.2% |
| All | +166.0% | +90.3% | +75.7% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 5y: compounded portfolio wealth divided by compounded CHRW 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…
5y analysis · Full analysis span regression · 6 months rolling