+1,301.1%
CVX vs CHRW
+4,173.0%
-2,871.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.5% |
| 7D | +3.3% | -1.4% | +4.7% | +3.7% |
| 30D | +12.9% | -3.5% | +16.3% | +13.6% |
| 3M | +11.7% | -19.4% | +31.1% | +16.4% |
| 6M | +14.1% | -21.4% | +35.5% | +18.8% |
| YTD | +40.7% | -7.1% | +47.8% | +40.0% |
| 1Y | +37.5% | +17.8% | +19.7% | +28.2% |
| 3Y | +43.9% | +78.8% | -34.8% | +18.5% |
| 5Y | +161.5% | +83.5% | +77.9% | +110.5% |
| 10Y | +215.1% | +160.2% | +54.9% | +129.7% |
| All | +1,301.1% | +4,173.0% | -2,871.9% | +645.8% |
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