+207.2%
CVX vs CP
+219.6%
-12.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -0.6% | +2.4% | -3.0% | -1.9% |
| 30D | +13.4% | -0.5% | +14.0% | +13.5% |
| 3M | +11.8% | +1.4% | +10.4% | +10.5% |
| 6M | +12.4% | +10.3% | +2.1% | +5.2% |
| YTD | +41.5% | +24.3% | +17.2% | +23.2% |
| 1Y | +41.6% | +20.4% | +21.2% | +25.1% |
| 3Y | +42.2% | +21.8% | +20.5% | +20.6% |
| 5Y | +166.0% | +31.5% | +134.5% | +105.6% |
| 10Y | +207.2% | +223.2% | -16.0% | +38.0% |
| All | +207.2% | +219.6% | -12.4% | +38.0% |
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