+150.4%
CVX vs COMP
-53.0%
+203.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.4% | +7.6% | +0.4% |
| 7D | -6.2% | +7.2% | -13.4% | -6.5% |
| 30D | -0.4% | +6.4% | -6.7% | -0.7% |
| 3M | +9.3% | -19.4% | +28.7% | +9.9% |
| 6M | +18.4% | +14.6% | +3.8% | +17.1% |
| YTD | +42.5% | -5.5% | +47.9% | +41.6% |
| 1Y | +41.0% | +13.7% | +27.4% | +38.7% |
| 3Y | +67.5% | +409.7% | -342.2% | +47.8% |
| 5Y | +126.1% | -17.0% | +143.1% | +110.1% |
| All | +150.4% | -53.0% | +203.4% | +142.9% |
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