+219.2%
CVX vs CNI
+138.2%
+81.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.1% |
| 7D | +2.6% | -0.4% | +3.0% | +2.8% |
| 30D | +9.8% | -2.7% | +12.5% | +11.3% |
| 3M | +16.2% | +3.9% | +12.3% | +13.3% |
| 6M | +13.6% | +16.4% | -2.7% | +2.9% |
| YTD | +44.4% | +25.8% | +18.6% | +24.0% |
| 1Y | +40.6% | +32.4% | +8.2% | +16.7% |
| 3Y | +48.2% | +19.1% | +29.1% | +27.5% |
| 5Y | +172.3% | +13.6% | +158.7% | +132.9% |
| All | +219.2% | +138.2% | +81.0% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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