+198.8%
CVX vs CP
+255.2%
-56.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -6.2% | +2.8% | -9.0% | -7.7% |
| 30D | -0.4% | +11.0% | -11.4% | -5.9% |
| 3M | +9.3% | +3.8% | +5.5% | +6.6% |
| 6M | +18.4% | +9.5% | +8.9% | +11.6% |
| YTD | +42.5% | +28.2% | +14.3% | +21.6% |
| 1Y | +41.0% | +33.0% | +8.1% | +17.7% |
| 3Y | +67.5% | +35.5% | +32.0% | +32.9% |
| 5Y | +126.1% | +25.8% | +100.3% | +81.0% |
| 10Y | +198.8% | +250.7% | -52.0% | +27.7% |
| All | +198.8% | +255.2% | -56.4% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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