+160.7%
CVX vs COMP
-52.0%
+212.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.6% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | -1.0% | +16.6% | -17.5% | -1.6% |
| 3M | +12.2% | -23.5% | +35.7% | +13.0% |
| 6M | +20.3% | +25.7% | -5.4% | +18.6% |
| YTD | +48.3% | -3.4% | +51.7% | +47.3% |
| 1Y | +46.9% | +7.6% | +39.3% | +44.9% |
| 3Y | +73.1% | +423.6% | -350.5% | +52.6% |
| 5Y | +135.2% | -10.6% | +145.8% | +117.4% |
| All | +160.7% | -52.0% | +212.6% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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