+4,683.6%
CVX vs CP
+7,669.4%
-2,985.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +3.3% | -2.7% | +6.0% | +4.3% |
| 30D | +12.9% | +0.2% | +12.7% | +12.6% |
| 3M | +11.7% | +2.6% | +9.1% | +10.4% |
| 6M | +14.1% | +6.0% | +8.2% | +10.7% |
| YTD | +40.7% | +24.9% | +15.8% | +28.0% |
| 1Y | +37.5% | +20.1% | +17.4% | +26.7% |
| 3Y | +43.9% | +16.4% | +27.5% | +32.0% |
| 5Y | +161.5% | +31.7% | +129.7% | +125.7% |
| 10Y | +215.1% | +223.9% | -8.7% | +98.7% |
| All | +4,683.6% | +7,669.4% | -2,985.8% | +1,226.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling