+152.0%
CVX vs COMP
-52.0%
+204.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.7% | -10.9% | -0.5% |
| 7D | -9.7% | +13.4% | -23.2% | -10.1% |
| 30D | +3.6% | +11.1% | -7.5% | +3.2% |
| 3M | +13.3% | -18.8% | +32.2% | +14.0% |
| 6M | +16.9% | +10.5% | +6.4% | +15.8% |
| YTD | +43.4% | -3.4% | +46.8% | +42.5% |
| 1Y | +44.5% | +19.7% | +24.8% | +41.7% |
| 3Y | +64.0% | +381.6% | -317.6% | +45.2% |
| 5Y | +126.4% | -17.6% | +144.0% | +110.8% |
| All | +152.0% | -52.0% | +204.0% | +144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling