+40.6%
CVX vs CNC
+84.7%
-44.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -0.9% | +0.6% |
| 7D | +2.6% | -0.9% | +3.5% | +2.7% |
| 30D | +9.8% | -1.0% | +10.8% | +9.9% |
| 3M | +16.2% | +4.5% | +11.7% | +15.8% |
| 6M | +13.6% | +85.2% | -71.6% | +10.9% |
| YTD | +44.4% | +61.4% | -17.0% | +41.3% |
| 1Y | +40.6% | +94.9% | -54.3% | +36.6% |
| All | +40.6% | +84.7% | -44.1% | +36.6% |
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