+348.2%
CVX vs CPAY
+1,528.2%
-1,180.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.4% |
| 7D | -0.6% | +0.6% | -1.1% | -0.8% |
| 30D | +13.4% | +3.6% | +9.8% | +11.9% |
| 3M | +11.8% | +16.6% | -4.8% | +5.1% |
| 6M | +12.4% | +29.5% | -17.0% | +0.6% |
| YTD | +41.5% | +35.3% | +6.2% | +22.8% |
| 1Y | +41.6% | +30.6% | +11.0% | +23.8% |
| 3Y | +42.2% | +49.7% | -7.5% | +13.7% |
| 5Y | +166.0% | +54.4% | +111.5% | +103.5% |
| 10Y | +207.2% | +142.8% | +64.4% | +97.4% |
| All | +348.2% | +1,528.2% | -1,180.0% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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