+201.2%
CVX vs CNH
+32.2%
+169.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -2.9% | -1.1% |
| 7D | -9.7% | -1.7% | -8.0% | -9.2% |
| 30D | +3.6% | -7.2% | +10.9% | +6.0% |
| 3M | +13.3% | +6.5% | +6.8% | +9.4% |
| 6M | +16.9% | +7.9% | +9.0% | +10.6% |
| YTD | +43.4% | +26.6% | +16.8% | +25.4% |
| 1Y | +44.5% | +13.8% | +30.7% | +31.1% |
| 3Y | +64.0% | +9.2% | +54.8% | +45.1% |
| 5Y | +126.4% | -15.6% | +142.0% | +114.0% |
| 10Y | +209.4% | +119.2% | +90.2% | +90.2% |
| All | +201.2% | +32.2% | +169.0% | +92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling