+162.6%
CVX vs COMP
-31.2%
+193.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | +3.3% | +1.4% | +2.0% | +3.3% |
| 30D | +12.9% | -13.3% | +26.2% | +13.4% |
| 3M | +11.7% | +41.1% | -29.4% | +9.9% |
| 6M | +14.1% | +17.2% | -3.0% | +12.8% |
| YTD | +40.7% | +5.2% | +35.5% | +39.6% |
| 1Y | +37.5% | +18.9% | +18.6% | +35.2% |
| 3Y | +43.9% | +215.9% | -172.0% | +31.1% |
| All | +162.6% | -31.2% | +193.8% | +155.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling