+170.6%
CVX vs CNC
+5.2%
+165.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.6% |
| 7D | +0.7% | -3.9% | +4.5% | +0.9% |
| 30D | +9.1% | +0.8% | +8.3% | +9.0% |
| 3M | +13.1% | +0.1% | +13.0% | +12.9% |
| 6M | +16.3% | +79.7% | -63.4% | +11.3% |
| YTD | +43.5% | +58.9% | -15.4% | +38.2% |
| 1Y | +40.2% | +109.1% | -69.0% | +31.9% |
| 3Y | +44.2% | 0.0% | +44.3% | +41.8% |
| 5Y | +170.6% | +9.5% | +161.1% | +154.8% |
| All | +170.6% | +5.2% | +165.5% | +154.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling