+209.5%
CVX vs CNH
+107.0%
+102.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.6% | +2.9% |
| 7D | +1.6% | +6.4% | -4.8% | -1.1% |
| 30D | -0.6% | -1.6% | +1.0% | -0.6% |
| 3M | +11.0% | +11.6% | -0.6% | +4.7% |
| 6M | +18.4% | +12.5% | +5.9% | +9.5% |
| YTD | +45.9% | +31.1% | +14.8% | +24.1% |
| 1Y | +46.7% | +17.0% | +29.7% | +30.4% |
| 3Y | +71.6% | +28.7% | +42.8% | +39.1% |
| 5Y | +131.4% | -17.4% | +148.8% | +119.4% |
| All | +209.5% | +107.0% | +102.4% | +91.0% |
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