+37.5%
CVX vs CNC
+129.2%
-91.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.2% | -1.2% |
| 7D | +3.3% | +3.5% | -0.2% | +3.2% |
| 30D | +12.9% | +0.1% | +12.8% | +12.9% |
| 3M | +11.7% | +6.9% | +4.8% | +11.3% |
| 6M | +14.1% | +49.0% | -34.9% | +12.8% |
| YTD | +40.7% | +62.9% | -22.2% | +37.8% |
| 1Y | +37.5% | +134.0% | -96.5% | +32.5% |
| All | +37.5% | +129.2% | -91.7% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling