+198.6%
CVX vs CNH
+134.0%
+64.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.9% | -11.8% | -4.8% |
| 7D | -7.5% | +8.6% | -16.0% | -10.4% |
| 30D | -0.6% | +12.6% | -13.1% | -5.2% |
| 3M | +14.0% | +17.5% | -3.5% | +5.6% |
| 6M | +18.1% | +18.1% | 0.0% | +7.5% |
| YTD | +42.2% | +40.4% | +1.8% | +18.1% |
| 1Y | +41.3% | +34.0% | +7.3% | +19.2% |
| 3Y | +68.3% | +35.3% | +33.1% | +34.6% |
| 5Y | +122.0% | -5.1% | +127.1% | +98.3% |
| 10Y | +198.6% | +124.0% | +74.5% | +78.6% |
| All | +198.6% | +134.0% | +64.6% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling