+209.5%
CVX vs CP
+259.0%
-49.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +1.0% |
| 7D | +1.6% | +0.9% | +0.7% | +1.1% |
| 30D | -0.6% | +10.3% | -11.0% | -5.9% |
| 3M | +11.0% | +2.3% | +8.7% | +9.1% |
| 6M | +18.4% | +10.7% | +7.7% | +11.1% |
| YTD | +45.9% | +29.3% | +16.6% | +24.0% |
| 1Y | +46.7% | +31.5% | +15.2% | +23.3% |
| 3Y | +71.6% | +36.7% | +34.9% | +35.5% |
| 5Y | +131.4% | +26.8% | +104.6% | +84.6% |
| All | +209.5% | +259.0% | -49.6% | +32.4% |
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