+166.0%
CVX vs CNH
+7.1%
+158.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.1% | +1.8% |
| 7D | -0.6% | +8.8% | -9.4% | -2.7% |
| 30D | +13.4% | +24.7% | -11.2% | +7.4% |
| 3M | +11.8% | +27.3% | -15.5% | +4.7% |
| 6M | +12.4% | +23.2% | -10.7% | +5.2% |
| YTD | +41.5% | +48.9% | -7.4% | +24.3% |
| 1Y | +41.6% | +19.4% | +22.2% | +32.7% |
| 3Y | +42.2% | +7.8% | +34.5% | +34.4% |
| 5Y | +166.0% | +8.7% | +157.2% | +132.8% |
| All | +166.0% | +7.1% | +158.8% | +132.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling