+214.5%
CVX vs CP
+257.3%
-42.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | +3.4% | +2.1% | +1.3% | +2.3% |
| 30D | -1.0% | +9.3% | -10.3% | -5.8% |
| 3M | +12.2% | +0.5% | +11.7% | +11.3% |
| 6M | +20.3% | +10.4% | +9.9% | +13.0% |
| YTD | +48.3% | +28.7% | +19.6% | +26.3% |
| 1Y | +46.9% | +33.2% | +13.7% | +22.6% |
| 3Y | +73.1% | +38.4% | +34.7% | +35.6% |
| 5Y | +135.2% | +26.2% | +109.0% | +88.0% |
| All | +214.5% | +257.3% | -42.8% | +34.9% |
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