+130.0%
CVX vs CP
+25.5%
+104.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +3.4% | +2.1% | +1.3% | +2.8% |
| 30D | -1.0% | +9.3% | -10.3% | -3.6% |
| 3M | +12.2% | +0.5% | +11.7% | +11.8% |
| 6M | +20.3% | +10.4% | +9.9% | +16.3% |
| YTD | +48.3% | +28.7% | +19.6% | +35.4% |
| 1Y | +46.9% | +33.2% | +13.7% | +32.5% |
| 3Y | +73.1% | +38.4% | +34.7% | +50.0% |
| All | +130.0% | +25.5% | +104.5% | +100.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling