+4,775.6%
CVX vs CP
+7,734.8%
-2,959.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.5% |
| 7D | -9.7% | +2.8% | -12.5% | -10.7% |
| 30D | +3.6% | +10.2% | -6.6% | -0.2% |
| 3M | +13.3% | +2.4% | +11.0% | +11.9% |
| 6M | +16.9% | +7.7% | +9.2% | +13.0% |
| YTD | +43.4% | +26.0% | +17.4% | +29.8% |
| 1Y | +44.5% | +34.6% | +9.9% | +27.4% |
| 3Y | +64.0% | +26.7% | +37.3% | +45.5% |
| 5Y | +126.4% | +24.9% | +101.5% | +99.1% |
| 10Y | +209.4% | +258.6% | -49.2% | +88.4% |
| All | +4,775.6% | +7,734.8% | -2,959.2% | +1,244.6% |
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 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