+1,193.8%
CVX vs CNC
+5,287.0%
-4,093.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +1.0% | -4.9% | +5.8% | +1.8% |
| 30D | +10.7% | -3.8% | +14.4% | +11.2% |
| 3M | +15.5% | -3.2% | +18.7% | +15.7% |
| 6M | +14.9% | +47.9% | -33.0% | +6.7% |
| YTD | +44.2% | +55.7% | -11.5% | +32.3% |
| 1Y | +43.5% | +106.2% | -62.7% | +24.8% |
| 3Y | +45.0% | -2.1% | +47.0% | +37.4% |
| 5Y | +172.2% | +3.4% | +168.8% | +151.9% |
| 10Y | +221.9% | +91.7% | +130.2% | +167.2% |
| All | +1,193.8% | +5,287.0% | -4,093.2% | +548.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling