+43.5%
CVX vs CNH
+22.6%
+20.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +2.1% |
| 7D | +1.0% | +1.8% | -0.9% | +1.1% |
| 30D | +10.7% | +32.6% | -22.0% | +13.2% |
| 3M | +15.5% | +29.4% | -13.9% | +18.1% |
| 6M | +14.9% | +26.0% | -11.1% | +18.1% |
| YTD | +44.2% | +52.2% | -8.0% | +46.1% |
| 1Y | +43.5% | +23.9% | +19.6% | +45.8% |
| All | +43.5% | +22.6% | +20.9% | +45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling