+1,315.8%
CVX vs CHRW
+3,633.2%
-2,317.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.5% |
| 7D | -7.5% | +0.2% | -7.7% | -7.6% |
| 30D | -0.6% | -9.4% | +8.8% | +1.3% |
| 3M | +14.0% | -13.3% | +27.2% | +16.8% |
| 6M | +18.1% | -24.2% | +42.3% | +23.7% |
| YTD | +42.2% | -18.9% | +61.0% | +44.9% |
| 1Y | +41.3% | -12.4% | +53.7% | +41.3% |
| 3Y | +68.3% | +72.2% | -3.9% | +38.6% |
| 5Y | +122.0% | +53.4% | +68.7% | +85.3% |
| 10Y | +198.6% | +127.0% | +71.6% | +123.1% |
| All | +1,315.8% | +3,633.2% | -2,317.4% | +672.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling