+40.8%
CVX vs CPB
-31.2%
+72.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.6% |
| 7D | -0.6% | -8.2% | +7.6% | -0.7% |
| 30D | +13.4% | -5.6% | +19.0% | +13.4% |
| 3M | +11.8% | +3.0% | +8.9% | +12.0% |
| 6M | +12.4% | -12.7% | +25.2% | +13.0% |
| YTD | +41.5% | -18.0% | +59.5% | +42.6% |
| All | +40.8% | -31.2% | +72.0% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling